Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.35% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 12.17 | |
| 0.1241 | 12.50 | |
| 0.8470 | 133.47 | |
| 0.0060 | 0.35 |
Estimation Period:
Jan 30, 2003 to Feb 6, 2026
Jan 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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