Egyptian EGX 30 Price Return Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:21.82% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0833 | 12.37 | |
| 0.7497 | 40.95 | |
| 0.0628 | 8.74 | |
| 0.5531 | 1.23 | |
| 0.7792 | 1.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1998 to Feb 5, 2026
Jan 1, 1998 to Feb 5, 2026
News Impact Curve
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