Egyptian Financial Group Hermes Stock Market Index MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
14.08%
decreased by 0.47%
1 Week
15.52%
increased by 0.97%
1 Month
17.97%
increased by 3.42%
Analysis last updated: Friday, June 5, 2026 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0984 | 14.91 | |
| 0.7085 | 42.44 | |
| 0.0846 | 11.49 | |
| 0.4391 | 1.15 | |
| 0.8083 | 1.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1995 to Jun 4, 2026
Jan 2, 1995 to Jun 4, 2026
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