V-Lab: Egyptian Pound MF2-GARCH Volatility Analysis

V-Lab

Egyptian Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:4.91% (+0.11%)

Analysis last updated: Tuesday, July 29, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1795	27.37
$β$	0.6579	44.48
$γ$	0.0249	1.53
$λ_{1}$	0.0159	0.72
$λ_{2}$	0.8010	0.50
$λ_{3}$	0.0000	0.00

Estimation Period:
May 30, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts