Egyptian Pound EGARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:3.72% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1212 | -8.27 | |
| 0.2517 | 28.56 | |
| 0.9362 | 170.21 | |
| 0.0113 | 1.27 |
Estimation Period:
Jan 30, 2003 to Oct 10, 2025
Jan 30, 2003 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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