V-Lab
Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:3.20% (-0.13%)
Analysis last updated: Wednesday, October 4, 2023 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 11.15 | |
| 0.1335 | 12.30 | |
| 0.8441 | 124.93 | |
| -0.0082 | -0.45 |
Estimation Period:
Jan 30, 2003 to Sep 29, 2023
Jan 30, 2003 to Sep 29, 2023
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