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{name} Model Equation

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Param	Value	t-stat
ωconst	-0.1042	-2.05**
αARCH	0.2423	7.47***
βGARCH	0.9414	48.54***
γleverage	0.0206	0.62

Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.1042	-2.05**
α ARCH Response to squared shocks	0.2423	7.47***
β GARCH Volatility persistence	0.9414	48.54***
γ leverage Additional response to negative shocks	0.0206	0.62

V-Lab

Egyptian Pound EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Egyptian Pound Analyses