V-Lab
Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:10.67% (-0.86%)
Analysis last updated: Sunday, January 29, 2023, 01:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 10.67 | |
| 0.1358 | 10.72 | |
| 0.8522 | 129.02 | |
| -0.0106 | -0.42 |
Estimation Period:
Jan 30, 2003 to Jan 28, 2023
Jan 30, 2003 to Jan 28, 2023
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