Egyptian EGX 30 Price Return Index APARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
18.20%
decreased by 0.75%
1 Week
18.85%
decreased by 0.10%
1 Month
20.76%
increased by 1.81%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1092 | 10.65 | |
| 0.1103 | 14.19 | |
| 0.8353 | 136.82 | |
| 0.0765 | 7.10 | |
| 2.4185 | 16.24 |
Estimation Period:
Jan 1, 1998 to Jun 4, 2026
Jan 1, 1998 to Jun 4, 2026
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