Egyptian Pound GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
9.62%
increased by 2.12%
1 Week
9.48%
increased by 1.98%
1 Month
8.96%
increased by 1.46%
Analysis last updated: Friday, May 1, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.10 | |
| 0.1265 | 22.55 | |
| 0.8513 | 142.15 |
Estimation Period:
Jan 30, 2003 to May 1, 2026
Jan 30, 2003 to May 1, 2026
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