V-Lab: Egyptian Pound EGARCH Volatility Analysis

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V-Lab

Egyptian Pound EGARCH Volatility Analysis

Volatility Prediction for Thursday, December 12th, 2024:5.51% (-0.38%)

Analysis last updated: Wednesday, December 11, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1205	-8.08
$α$	0.2480	27.30
$β$	0.9371	170.11
$γ$	0.0143	1.55

Estimation Period:
Jan 30, 2003 to Dec 6, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts