V-Lab
V-Lab
US Dollar to Egyptian Pound GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:6.19% (-0.67%)

Analysis last updated: Monday, April 22, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Egyptian Pound GARCH
paramt-stat
ω0.01304.08
α0.200432.56
β0.712728.61
Estimation Period:
May 30, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts