V-Lab: Egyptian Pound GJR-GARCH Volatility Analysis

V-Lab

Egyptian Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:3.94% (+0.17%)

Analysis last updated: Tuesday, July 29, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	11.98
$α$	0.1219	12.20
$β$	0.8508	134.81
$γ$	0.0005	0.03

Estimation Period:
Jan 30, 2003 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts