Egyptian EGX 30 Price Return Index GARCH Volatility Analysis
Volatility Prediction for Sunday, March 1st, 2026:25.80% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 12.46 | |
| 0.1150 | 21.52 | |
| 0.8508 | 132.09 |
Estimation Period:
Jan 1, 1998 to Feb 26, 2026
Jan 1, 1998 to Feb 26, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices