Egyptian Financial Group Hermes Stock Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
17.78%
decreased by 1.17%
1 Week
18.40%
decreased by 0.55%
1 Month
20.25%
increased by 1.30%
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 | |
|---|---|---|
| 0.0911 | 12.62 | |
| 0.1172 | 13.32 | |
| 0.8161 | 104.85 | |
| 0.0618 | 5.36 |
Estimation Period:
Jan 2, 1995 to May 21, 2026
Jan 2, 1995 to May 21, 2026
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