Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:3.73% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 12.22 | |
| 0.1248 | 12.52 | |
| 0.8459 | 132.61 | |
| 0.0060 | 0.35 |
Estimation Period:
Jan 30, 2003 to Feb 13, 2026
Jan 30, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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