Egyptian Pound GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:2.85% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.23 | |
| 0.1219 | 22.15 | |
| 0.8514 | 138.60 |
Estimation Period:
Jan 30, 2003 to Jan 2, 2026
Jan 30, 2003 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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