Egyptian Pound AGARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
11.43%
decreased by 0.35%
1 Week
11.23%
decreased by 0.55%
1 Month
10.53%
decreased by 1.25%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 11.39 | |
| 0.1220 | 22.83 | |
| 0.8558 | 150.31 | |
| -0.0121 | -0.75 |
Estimation Period:
Jan 30, 2003 to Jun 12, 2026
Jan 30, 2003 to Jun 12, 2026
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