V-Lab: Egyptian Pound GJR-GARCH Volatility Analysis

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V-Lab

Egyptian Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:3.22% (-0.16%)

Analysis last updated: Sunday, December 29, 2024 at 01:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0025	11.81
$α$	0.1199	11.99
$β$	0.8508	130.84
$γ$	0.0038	0.22

Estimation Period:
Jan 30, 2003 to Dec 27, 2024

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Volatility Forecasts

Volatility Forecasts