Egyptian Financial Group Hermes Stock Market Index APARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.48% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 12.13 | |
| 0.1436 | 19.33 | |
| 0.8046 | 104.29 | |
| 0.1019 | 10.83 | |
| 2.2871 | 20.03 |
Estimation Period:
Jan 2, 1995 to Feb 5, 2026
Jan 2, 1995 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices