Egyptian Financial Group Hermes Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.19% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 12.58 | |
| 0.1175 | 13.27 | |
| 0.8163 | 104.84 | |
| 0.0617 | 5.33 |
Estimation Period:
Jan 2, 1995 to Feb 5, 2026
Jan 2, 1995 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices