V-Lab
V-Lab
Egyptian Financial Group Hermes Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, May 12th, 2024:44.96% (-4.24%)

Analysis last updated: Friday, May 10, 2024 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Financial Group Hermes Stock Market Index GJR-GARCH
paramt-stat
ω0.085712.14
α0.117112.86
β0.8223110.82
γ0.05904.93
Estimation Period:
Jan 2, 1995 to May 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts