Egyptian Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
9.00%
decreased by 0.69%
1 Week
8.87%
decreased by 0.82%
1 Month
8.41%
decreased by 1.28%
Analysis last updated: Sunday, April 26, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 11.92 | |
| 0.1292 | 12.41 | |
| 0.8522 | 142.96 | |
| -0.0078 | -0.45 |
Estimation Period:
Jan 30, 2003 to Apr 24, 2026
Jan 30, 2003 to Apr 24, 2026
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