Egyptian Pound EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.94%
increased by 0.43%
1 Week
5.99%
increased by 0.48%
1 Month
6.14%
increased by 0.63%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1063 | -8.25 | |
| 0.2401 | 29.40 | |
| 0.9413 | 194.68 | |
| 0.0236 | 2.78 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
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