V-Lab: Egyptian Pound GJR-GARCH Volatility Analysis

V-Lab

Egyptian Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:8.93% (-0.70%)

Analysis last updated: Thursday, April 24, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	11.93
$α$	0.1225	12.22
$β$	0.8479	129.64
$γ$	0.0040	0.23

Estimation Period:
Jan 30, 2003 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts