Egyptian Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
10.46%
increased by 1.71%
1 Week
10.29%
increased by 1.54%
1 Month
9.67%
increased by 0.92%
Analysis last updated: Friday, April 24, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 11.92 | |
| 0.1292 | 12.41 | |
| 0.8522 | 142.96 | |
| -0.0078 | -0.45 |
Estimation Period:
Jan 30, 2003 to Apr 24, 2026
Jan 30, 2003 to Apr 24, 2026
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