V-Lab: Egyptian Pound GJR-GARCH Volatility Analysis

V-Lab

Egyptian Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:3.60% (+0.22%)

Analysis last updated: Friday, August 29, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	12.13
$α$	0.1221	12.43
$β$	0.8484	133.84
$γ$	0.0064	0.37

Estimation Period:
Jan 30, 2003 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts