Egyptian EGX 30 Price Return Index EGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
20.50%
decreased by 1.08%
1 Week
21.13%
decreased by 0.45%
1 Month
22.91%
increased by 1.33%
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 | |
|---|---|---|
| 0.0678 | 8.48 | |
| 0.1843 | 8.62 | |
| 0.9306 | 87.03 | |
| -0.0316 | -3.58 |
Estimation Period:
Jan 1, 1998 to Jun 4, 2026
Jan 1, 1998 to Jun 4, 2026
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