V-Lab: Egyptian Pound APARCH Volatility Analysis

V-Lab

Egyptian Pound APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:3.88% (-0.14%)

Analysis last updated: Tuesday, July 15, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0030	7.06
$α$	0.1265	17.97
$β$	0.8527	107.51
$γ$	-0.0031	-0.12
$δ$	1.9027	17.86

Estimation Period:
Jan 30, 2003 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts