Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:3.77% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.13 | |
| 0.1214 | 12.49 | |
| 0.8481 | 134.04 | |
| 0.0088 | 0.52 |
Estimation Period:
Jan 30, 2003 to Oct 10, 2025
Jan 30, 2003 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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