V-Lab: Egyptian Pound APARCH Volatility Analysis

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V-Lab

Egyptian Pound APARCH Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2023:3.20% (-0.13%)

Analysis last updated: Wednesday, October 4, 2023 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	5.97
$α$	0.1299	16.34
$β$	0.8444	95.09
$γ$	-0.0164	-0.62
$δ$	1.9853	16.20

Estimation Period:
Jan 30, 2003 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts