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

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V-Lab

Egyptian Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:46.14% (-3.71%)

Analysis last updated: Friday, September 22, 2023 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	28.1067	10.87
$α$	0.0584	124.26
$β$	0.9990	11482.76
$ν$	2	153975.46

Estimation Period:
Jan 30, 2003 to Sep 22, 2023