V-Lab: Egyptian Pound EGARCH Volatility Analysis

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V-Lab

Egyptian Pound EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:5.05% (-0.81%)

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
$ω$	-0.2733	-11.43
$α$	0.4584	13.35
$β$	0.8300	44.27
$γ$	0.0547	3.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts