V-Lab: Egyptian Pound MF2-GARCH Volatility Analysis

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V-Lab

Egyptian Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:0.41% (-1.62%)

Analysis last updated: Friday, September 22, 2023 at 07:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.5620	5620320.00
$β$	0.1880	1879680.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0001	0.05
$λ_{2}$	0.7494	116.16
$λ_{3}$	0.0000	0.00

Estimation Period:
May 30, 1990 to Sep 22, 2023

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Volatility Forecasts

Volatility Forecasts