V-Lab: Egyptian Pound EGARCH Volatility Analysis

V-Lab

Egyptian Pound EGARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:5.39% (-0.10%)

Analysis last updated: Friday, September 12, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.1203	-8.23
$α$	0.2502	28.46
$β$	0.9366	171.39
$γ$	0.0120	1.35

Estimation Period:
Jan 30, 2003 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts