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

V-Lab

Egyptian Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:76.15% (+6.01%)

Analysis last updated: Friday, August 29, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	36.3450	10.87
$α$	0.0590	131.31
$β$	0.9990	11,482.76
$ν$	2.0015	181,951.91

Estimation Period:
Jan 30, 2003 to Aug 29, 2025