Egyptian Financial Group Hermes Stock Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
18.52%
decreased by 1.97%
1 Week
18.77%
decreased by 1.72%
1 Month
19.71%
decreased by 0.78%
Analysis last updated: Saturday, May 23, 2026 at 01:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9064 | 5.49 | |
| 0.1118 | 80.62 | |
| 0.9926 | 746.31 | |
| 4.1247 | 38.31 |
Estimation Period:
Jan 2, 1995 to May 21, 2026
Jan 2, 1995 to May 21, 2026
Other GAS-GARCH Student T Analyses on Equity Indices