Egyptian Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.07%
decreased by 0.45%
1 Week
7.00%
decreased by 0.52%
1 Month
6.77%
decreased by 0.75%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 11.89 | |
| 0.1279 | 12.43 | |
| 0.8550 | 147.09 | |
| -0.0103 | -0.60 |
Estimation Period:
Jan 30, 2003 to May 22, 2026
Jan 30, 2003 to May 22, 2026
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