Egyptian Financial Group Hermes Stock Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, May 24th, 2026
1 Day
17.40%
decreased by 1.88%
1 Week
18.06%
decreased by 1.22%
1 Month
19.53%
increased by 0.25%
Analysis last updated: Saturday, May 23, 2026 at 01:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0983 | 14.89 | |
| 0.7087 | 42.42 | |
| 0.0845 | 11.48 | |
| 0.4412 | 1.14 | |
| 0.8080 | 1.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1995 to May 21, 2026
Jan 2, 1995 to May 21, 2026
Other MF2-GARCH Analyses on Equity Indices