Egyptian Pound MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 25th, 2026
1 Day
2.41%
decreased by 0.56%
1 Week
271,919,245,365,237.10%
increased by 271,919,245,365,234.12%
1 Month
541,388,326,434,916,700,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 541,388,326,434,916,700,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.7345 | 7,345,030.00 | |
| 0.0155 | 154,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0017 | 17,110.00 | |
| 0.0000 | 100.00 | |
| 0.9975 | 9,975,330.00 |
Estimation Period:
May 30, 1990 to May 22, 2026
May 30, 1990 to May 22, 2026
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