Egyptian Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
141.02%
decreased by 3.93%
1 Week
140.95%
decreased by 4.00%
1 Month
140.66%
decreased by 4.29%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 38.6446 | 10.91 | |
| 0.0582 | 134.74 | |
| 0.9990 | 11,482.76 | |
| 2.0014 | 222,373.56 |
Estimation Period:
Jan 30, 2003 to May 22, 2026
Jan 30, 2003 to May 22, 2026
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