V-Lab
Egyptian Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
144.15%
increased by 8.66%
1 Week
144.07%
increased by 8.58%
1 Month
143.74%
increased by 8.25%
Analysis last updated: Tuesday, August 18, 2026 at 07:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2003 to Aug 14, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 34.5516 | 10.94*** |
α ARCH Response to squared shocks | 0.0577 | 135.44*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0015 |
Persistence:
0.999
Half-life:
693 days
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