Egyptian Pound APARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
10.98%
decreased by 0.54%
1 Week
10.83%
decreased by 0.69%
1 Month
10.29%
decreased by 1.23%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 7.93 | |
| 0.1337 | 19.79 | |
| 0.8562 | 117.92 | |
| -0.0346 | -1.29 | |
| 1.7802 | 18.33 |
Estimation Period:
Jan 30, 2003 to Jun 12, 2026
Jan 30, 2003 to Jun 12, 2026
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