V-Lab: Egyptian Pound APARCH Volatility Analysis

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V-Lab

Egyptian Pound APARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:3.59% (-0.18%)

Analysis last updated: Tuesday, December 2, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0035	7.49
$α$	0.1331	19.20
$β$	0.8505	108.57
$γ$	0.0131	0.52
$δ$	1.8321	18.28

Estimation Period:
Jan 30, 2003 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts