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

V-Lab

Egyptian Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:49.48% (-3.16%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	23.8677	10.83
$α$	0.0596	130.78
$β$	0.9990	11,482.76
$ν$	2.0023	117,779.53

Estimation Period:
Jan 30, 2003 to May 9, 2025