V-Lab: Egyptian Pound MF2-GARCH Volatility Analysis

V-Lab

Egyptian Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:5.26% (-0.73%)

Analysis last updated: Tuesday, July 1, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1797	27.24
$β$	0.6575	44.37
$γ$	0.0260	1.58
$λ_{1}$	0.0159	0.73
$λ_{2}$	0.8030	0.50
$λ_{3}$	0.0000	0.00

Estimation Period:
May 30, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts