Egyptian Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
172.72%
decreased by 6.85%
1 Week
172.62%
decreased by 6.95%
1 Month
172.23%
decreased by 7.34%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 50.2130 | 10.91 | |
| 0.0582 | 134.92 | |
| 0.9990 | 11,482.76 | |
| 2.0010 | 285,862.86 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
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