V-Lab
V-Lab
Egyptian Pound AGARCH Volatility Analysis
Volatility Prediction for Monday, March 24th, 2025:3.66% (+0.22%)
Analysis last updated: Friday, March 21, 2025 at 07:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound AGARCH
paramt-stat
ω0.002512.01
α0.121221.23
β0.8509133.29
γ0.00000.00
Estimation Period:
Jan 30, 2003 to Mar 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts