Egyptian Financial Group Hermes Stock Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, June 21st, 2026
1 Day
16.63%
decreased by 0.52%
1 Week
17.51%
increased by 0.36%
1 Month
18.63%
increased by 1.48%
Analysis last updated: Friday, June 19, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0982 | 14.90 | |
| 0.7083 | 42.44 | |
| 0.0848 | 11.52 | |
| 0.4394 | 1.15 | |
| 0.8082 | 1.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1995 to Jun 17, 2026
Jan 2, 1995 to Jun 17, 2026
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