Egyptian Pound EGARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:3.80% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1213 | -8.28 | |
| 0.2504 | 28.55 | |
| 0.9364 | 170.68 | |
| 0.0106 | 1.20 |
Estimation Period:
Jan 30, 2003 to Dec 12, 2025
Jan 30, 2003 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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