V-Lab: Egyptian Pound GARCH Volatility Analysis

V-Lab

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V-Lab

Egyptian Pound GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 12th, 2021:3.21% (0.00%)

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0073	5.37
$α$	0.0783	6.44
$β$	0.8180	42.87

Estimation Period:
Jan 30, 2003 to May 7, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts