Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:7.35% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.18 | |
| 0.1242 | 12.49 | |
| 0.8474 | 133.82 | |
| 0.0048 | 0.28 |
Estimation Period:
Jan 30, 2003 to Jan 23, 2026
Jan 30, 2003 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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