Egyptian Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.80%
decreased by 0.41%
1 Week
5.78%
decreased by 0.43%
1 Month
5.71%
decreased by 0.50%
Analysis last updated: Sunday, June 14, 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 | 11.85 | |
| 0.1274 | 12.45 | |
| 0.8557 | 147.84 | |
| -0.0108 | -0.64 |
Estimation Period:
Jan 30, 2003 to Jun 12, 2026
Jan 30, 2003 to Jun 12, 2026
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