V-Lab: Egyptian Pound GJR-GARCH Volatility Analysis

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V-Lab

Egyptian Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:3.16% (+0.01%)

Analysis last updated: Wednesday, December 17, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0026	12.18
$α$	0.1193	12.53
$β$	0.8494	135.49
$γ$	0.0102	0.60

Estimation Period:
Jan 30, 2003 to Dec 12, 2025

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Volatility Forecasts