Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:3.16% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.17 | |
| 0.1201 | 12.53 | |
| 0.8488 | 134.95 | |
| 0.0102 | 0.60 |
Estimation Period:
Jan 30, 2003 to Oct 24, 2025
Jan 30, 2003 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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