US Dollar to Egyptian Pound EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.65%
decreased by 0.78%
1 Week
5.69%
decreased by 0.74%
1 Month
5.79%
decreased by 0.64%
Analysis last updated: Sunday, June 14, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1728 | -7.13 | |
| 0.3085 | 34.21 | |
| 0.9123 | 103.82 | |
| 0.0233 | 2.18 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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