V-Lab
V-Lab
Egyptian Financial Group Hermes Stock Market Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:57.22% (-2.01%)

Analysis last updated: Friday, May 3, 2024 at 06:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Financial Group Hermes Stock Market Index GARCH
paramt-stat
ω0.083711.42
α0.147823.96
β0.8219105.66
Estimation Period:
Jan 2, 1995 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts