V-Lab: Egyptian Pound GJR-GARCH Volatility Analysis

V-Lab

Egyptian Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:3.86% (-0.23%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	11.93
$α$	0.1220	12.21
$β$	0.8492	131.51
$γ$	0.0032	0.18

Estimation Period:
Jan 30, 2003 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts