Egyptian Pound GARCH Volatility Analysis
Volatility prediction for Thursday, April 2nd, 2026
1 Day
15.33%
decreased by 1.30%
1 Week
15.03%
decreased by 1.60%
1 Month
13.92%
decreased by 2.71%
Analysis last updated: Wednesday, April 1, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.20 | |
| 0.1295 | 22.49 | |
| 0.8474 | 137.33 |
Estimation Period:
Jan 30, 2003 to Mar 27, 2026
Jan 30, 2003 to Mar 27, 2026
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