Egyptian Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, November 13th, 2026
1 Day
183.76%
increased by 6.60%
1 Week
183.62%
increased by 6.46%
1 Month
183.07%
increased by 5.91%
Analysis last updated: Thursday, November 12, 2026 at 07:20 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2003 to Nov 6, 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 34.5340 | 2.03** |
| αscore | 0.0861 | 36.55*** |
| βpersistence | 0.9990 | 2,085.59*** |
| νDF | 2.0028 |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 34.5340 | 2.03** |
α score Weight on the scaled score | 0.0861 | 36.55*** |
β persistence Volatility persistence | 0.9990 | 2,085.59*** |
ν DF Student-t tail thickness | 2.0028 |
Persistence:
0.999
Half-life:
693 days
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