Egyptian Financial Group Hermes Stock Market Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
12.51%
decreased by 1.12%
1 Week
12.99%
decreased by 0.64%
1 Month
14.66%
increased by 1.03%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8873 | 5.48 | |
| 0.1118 | 80.63 | |
| 0.9926 | 742.95 | |
| 4.1221 | 38.29 |
Estimation Period:
Jan 2, 1995 to Jun 4, 2026
Jan 2, 1995 to Jun 4, 2026
Other GAS-GARCH Student T Analyses on Equity Indices