Egyptian Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
17.43%
increased by 0.11%
1 Week
17.09%
decreased by 0.23%
1 Month
15.83%
decreased by 1.49%
Analysis last updated: Friday, April 3, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 11.89 | |
| 0.1303 | 12.34 | |
| 0.8513 | 142.04 | |
| -0.0075 | -0.43 |
Estimation Period:
Jan 30, 2003 to Apr 3, 2026
Jan 30, 2003 to Apr 3, 2026
Other Egyptian Pound Analyses
Other GJR-GARCH Analyses on Currencies