Egyptian EGX 30 Price Return Index APARCH Volatility Analysis
Volatility Prediction for Sunday, March 1st, 2026:26.65% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1083 | 10.65 | |
| 0.1096 | 14.00 | |
| 0.8364 | 138.50 | |
| 0.0746 | 6.91 | |
| 2.4160 | 16.13 |
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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