Egyptian Pound GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.58% (+4.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.27 | |
| 0.1264 | 22.34 | |
| 0.8484 | 136.88 |
Estimation Period:
Jan 30, 2003 to Feb 20, 2026
Jan 30, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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