V-Lab: Egyptian Pound GJR-GARCH Volatility Analysis

V-Lab

Egyptian Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.68% (+0.04%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0025	11.92
$α$	0.1219	12.22
$β$	0.8513	134.97
$γ$	0.0011	0.06

Estimation Period:
Jan 30, 2003 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts