V-Lab
Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:4.62% (-0.03%)
Analysis last updated: Monday, April 15, 2024 at 07:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 4.04 | |
| 0.1388 | 1.96 | |
| 0.7109 | 27.72 | |
| -0.0295 | -0.28 |
Estimation Period:
Jan 30, 2003 to Apr 12, 2024
Jan 30, 2003 to Apr 12, 2024
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