V-Lab
V-Lab
Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:5.34% (-0.39%)
Analysis last updated: Friday, July 4, 2025 at 07:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound GJR-GARCH
paramt-stat
ω0.002511.92
α0.121812.20
β0.8514135.04
γ0.00030.02
Estimation Period:
Jan 30, 2003 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts