Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.18% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 11.92 | |
| 0.1321 | 12.17 | |
| 0.8497 | 139.77 | |
| -0.0079 | -0.44 |
Estimation Period:
Jan 30, 2003 to Mar 13, 2026
Jan 30, 2003 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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