Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:13.05% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.07 | |
| 0.1277 | 12.44 | |
| 0.8496 | 138.68 | |
| -0.0017 | -0.10 |
Estimation Period:
Jan 30, 2003 to Mar 6, 2026
Jan 30, 2003 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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