Egyptian Pound GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:77.24% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 57.1797 | 10.87 | |
| 0.0587 | 132.00 | |
| 0.9990 | 11,482.76 | |
| 2.0009 | 333,484.83 |
Estimation Period:
Jan 30, 2003 to Oct 17, 2025
Jan 30, 2003 to Oct 17, 2025
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