V-Lab: Egyptian Pound GAS-GARCH Student T Volatility Analysis

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V-Lab

Egyptian Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:48.19% (-4.03%)

Analysis last updated: Sunday, December 29, 2024 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	27.3979	10.80
$α$	0.0600	130.45
$β$	0.9990	11482.76
$ν$	2	142992.64

Estimation Period:
Jan 30, 2003 to Dec 27, 2024