Egyptian Financial Group Hermes Stock Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, June 21st, 2026
1 Day
17.73%
increased by 0.06%
1 Week
18.01%
increased by 0.34%
1 Month
19.02%
increased by 1.35%
Analysis last updated: Friday, June 19, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8861 | 5.47 | |
| 0.1117 | 80.22 | |
| 0.9925 | 739.60 | |
| 4.1263 | 38.02 |
Estimation Period:
Jan 2, 1995 to Jun 17, 2026
Jan 2, 1995 to Jun 17, 2026
Other GAS-GARCH Student T Analyses on Equity Indices