V-Lab: Egyptian Pound GJR-GARCH Volatility Analysis

V-Lab

Egyptian Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:3.17% (-0.16%)

Analysis last updated: Friday, May 30, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	11.94
$α$	0.1219	12.19
$β$	0.8496	132.40
$γ$	0.0022	0.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts