Egyptian EGX 30 Price Return Index MEM Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
17.15%
decreased by 1.36%
1 Week
18.13%
decreased by 0.38%
1 Month
21.17%
increased by 2.66%
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 | |
|---|---|---|
| 0.0987 | 6.05 | |
| 0.2189 | 23.56 | |
| 0.7571 | 68.02 |
Estimation Period:
May 7, 2003 to Jun 4, 2026
May 7, 2003 to Jun 4, 2026
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