Egyptian EGX 30 Price Return Index Asy. MEM Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
17.44%
decreased by 1.45%
1 Week
18.44%
decreased by 0.45%
1 Month
21.36%
increased by 2.47%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1137 | 15.89 | |
| 0.1355 | 11.47 | |
| 0.7552 | 75.70 | |
| 0.1525 | 8.69 |
Estimation Period:
May 7, 2003 to Jun 4, 2026
May 7, 2003 to Jun 4, 2026
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