V-Lab: Egyptian Pound APARCH Volatility Analysis

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V-Lab

Egyptian Pound APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:9.21% (-0.84%)

Analysis last updated: Sunday, January 29, 2023, 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0042	4.68
$α$	0.1408	16.84
$β$	0.8592	94.96
$γ$	-0.0570	-1.73
$δ$	1.6224	10.78

Estimation Period:
Jan 30, 2003 to Jan 28, 2023

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts