V-Lab
V-Lab
Egyptian Financial Group Hermes Stock Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, May 12th, 2024:38.92% (-3.63%)

Analysis last updated: Friday, May 10, 2024 at 08:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Financial Group Hermes Stock Market Index MF2-GARCH
paramt-stat
m61
α0.100214.69
β0.699941.99
γ0.082811.07
λ10.37821.17
λ20.86151.06
λ30.00000.00
Estimation Period:
Jan 2, 1995 to May 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts