Egyptian Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
82.51%
decreased by 0.77%
1 Week
82.49%
decreased by 0.79%
1 Month
82.40%
decreased by 0.88%
Analysis last updated: Monday, July 6, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 20.1926 | 10.92 | |
| 0.0579 | 135.08 | |
| 0.9990 | 11,482.76 | |
| 2.0026 | 117,798.71 |
Estimation Period:
Jan 30, 2003 to Jul 3, 2026
Jan 30, 2003 to Jul 3, 2026
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