Egyptian Financial Group Hermes Stock Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
13.81%
decreased by 0.52%
1 Week
14.89%
increased by 0.56%
1 Month
17.90%
increased by 3.57%
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 | |
|---|---|---|
| 0.0909 | 12.61 | |
| 0.1172 | 13.32 | |
| 0.8161 | 105.00 | |
| 0.0618 | 5.36 |
Estimation Period:
Jan 2, 1995 to Jun 4, 2026
Jan 2, 1995 to Jun 4, 2026
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