V-Lab: Egyptian Pound APARCH Volatility Analysis

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V-Lab

Egyptian Pound APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:6.63% (-0.62%)

Analysis last updated: Monday, April 22, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0673	2.71
$α$	0.2295	29.32
$β$	0.7692	32.17
$γ$	-0.6127	-5.76
$δ$	0.5000	3.10

Estimation Period:
Jan 30, 2003 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts