Egyptian Financial Group Hermes Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.32% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 12.58 | |
| 0.1173 | 13.26 | |
| 0.8163 | 104.88 | |
| 0.0619 | 5.34 |
Estimation Period:
Jan 2, 1995 to Feb 12, 2026
Jan 2, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices