Egyptian Financial Group Hermes Stock Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 21st, 2026
1 Day
17.47%
decreased by 0.54%
1 Week
18.12%
increased by 0.11%
1 Month
20.05%
increased by 2.04%
Analysis last updated: Friday, June 19, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 12.64 | |
| 0.1171 | 13.32 | |
| 0.8161 | 105.07 | |
| 0.0619 | 5.37 |
Estimation Period:
Jan 2, 1995 to Jun 17, 2026
Jan 2, 1995 to Jun 17, 2026
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