US Dollar to Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.37% (+5.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 12.72 | |
| 0.1556 | 15.28 | |
| 0.8366 | 141.34 | |
| -0.0017 | -0.10 |
Estimation Period:
May 30, 1990 to Feb 20, 2026
May 30, 1990 to Feb 20, 2026
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