Egyptian Financial Group Hermes Stock Market Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:17.71% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 10.15 | |
| 0.2289 | 12.23 | |
| 0.9147 | 76.00 | |
| -0.0379 | -5.80 |
Estimation Period:
Jan 2, 1995 to Feb 12, 2026
Jan 2, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices