Egyptian Pound GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:2.96% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.18 | |
| 0.1221 | 22.16 | |
| 0.8514 | 138.61 |
Estimation Period:
Jan 30, 2003 to Dec 26, 2025
Jan 30, 2003 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other Egyptian Pound Analyses
Other GARCH Analyses on Currencies