V-Lab: Egyptian Pound APARCH Volatility Analysis

V-Lab

Egyptian Pound APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:6.54% (-0.39%)

Analysis last updated: Wednesday, June 18, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0030	7.00
$α$	0.1272	17.91
$β$	0.8509	105.50
$γ$	0.0035	0.14
$δ$	1.9137	17.86

Estimation Period:
Jan 30, 2003 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts