Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:4.01% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.16 | |
| 0.1198 | 12.55 | |
| 0.8490 | 135.14 | |
| 0.0103 | 0.61 |
Estimation Period:
Jan 30, 2003 to Nov 21, 2025
Jan 30, 2003 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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