Egyptian Financial Group Hermes Stock Market Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.74% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 12.13 | |
| 0.1473 | 24.43 | |
| 0.8174 | 102.70 | |
| 0.1310 | 6.35 |
Estimation Period:
Jan 2, 1995 to Feb 5, 2026
Jan 2, 1995 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices