V-Lab: Egyptian Pound AGARCH Volatility Analysis

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V-Lab

Egyptian Pound AGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:3.85% (-0.19%)

Analysis last updated: Friday, April 26, 2024 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0083	5.41
$α$	0.2263	10.26
$β$	0.6786	17.86
$γ$	-0.1655	-2.89

Estimation Period:
Jan 30, 2003 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts