Egyptian Financial Group Hermes Stock Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:17.24% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0986 | 14.84 | |
| 0.7080 | 42.26 | |
| 0.0842 | 11.41 | |
| 0.4388 | 1.14 | |
| 0.8108 | 1.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1995 to Feb 5, 2026
Jan 2, 1995 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices