Egyptian EGX 30 Price Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
23.65%
decreased by 0.87%
1 Week
24.31%
decreased by 0.21%
1 Month
24.79%
increased by 0.27%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0825 | 12.31 | |
| 0.7542 | 41.47 | |
| 0.0635 | 8.92 | |
| 0.5634 | 1.21 | |
| 0.7749 | 1.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1998 to Jun 11, 2026
Jan 1, 1998 to Jun 11, 2026
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