Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:8.93% (+4.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.14 | |
| 0.1190 | 12.53 | |
| 0.8498 | 135.97 | |
| 0.0096 | 0.57 |
Estimation Period:
Jan 30, 2003 to Jan 2, 2026
Jan 30, 2003 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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