Egyptian Financial Group Hermes Stock Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.58% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9326 | 5.50 | |
| 0.1117 | 81.62 | |
| 0.9927 | 758.35 | |
| 4.0942 | 39.31 |
Estimation Period:
Jan 2, 1995 to Feb 12, 2026
Jan 2, 1995 to Feb 12, 2026
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