Egyptian Pound GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
6.20%
decreased by 0.30%
1 Week
6.17%
decreased by 0.33%
1 Month
6.06%
decreased by 0.44%
Analysis last updated: Friday, June 5, 2026 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 12.05 | |
| 0.1241 | 22.60 | |
| 0.8540 | 145.43 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
Other Egyptian Pound Analyses
Other GARCH Analyses on Currencies