Egyptian EGX 30 Price Return Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, March 1st, 2026:26.40% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 12.60 | |
| 0.1170 | 21.92 | |
| 0.8482 | 129.89 | |
| 0.2661 | 9.99 |
Estimation Period:
Jan 1, 1998 to Feb 26, 2026
Jan 1, 1998 to Feb 26, 2026
News Impact Curve
Volatility Forecasts
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