Egyptian Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
162.18%
decreased by 13.30%
1 Week
162.09%
decreased by 13.39%
1 Month
161.74%
decreased by 13.74%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 47.7420 | 10.92 | |
| 0.0581 | 134.83 | |
| 0.9990 | 11,482.76 | |
| 2.0011 | 285,871.86 |
Estimation Period:
Jan 30, 2003 to Jun 12, 2026
Jan 30, 2003 to Jun 12, 2026
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