Egyptian EGX 30 Price Return Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, March 1st, 2026:26.44% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0673 | 8.53 | |
| 0.1833 | 8.56 | |
| 0.9313 | 88.11 | |
| -0.0309 | -3.51 |
Estimation Period:
Jan 1, 1998 to Feb 26, 2026
Jan 1, 1998 to Feb 26, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices