Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:3.02% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.16 | |
| 0.1198 | 12.55 | |
| 0.8489 | 135.12 | |
| 0.0103 | 0.61 |
Estimation Period:
Jan 30, 2003 to Nov 14, 2025
Jan 30, 2003 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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