Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.53% (+4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.17 | |
| 0.1248 | 12.54 | |
| 0.8476 | 135.25 | |
| 0.0049 | 0.28 |
Estimation Period:
Jan 30, 2003 to Feb 20, 2026
Jan 30, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Egyptian Pound Analyses
Other GJR-GARCH Analyses on Currencies