V-Lab: Egyptian Pound GARCH Volatility Analysis

V-Lab

Egyptian Pound GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:6.23% (-0.44%)

Analysis last updated: Tuesday, July 1, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0025	12.01
$α$	0.1222	21.66
$β$	0.8514	135.54

Estimation Period:
Jan 30, 2003 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts