Egyptian Pound EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:3.96% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1211 | -8.28 | |
| 0.2505 | 28.57 | |
| 0.9364 | 170.78 | |
| 0.0106 | 1.20 |
Estimation Period:
Jan 30, 2003 to Dec 5, 2025
Jan 30, 2003 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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