V-Lab: Egyptian Pound MF2-GARCH Volatility Analysis

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V-Lab

Egyptian Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:3.71% (+0.56%)

Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1776	27.22
$β$	0.6544	43.67
$γ$	0.0284	1.75
$λ_{1}$	0.0157	0.72
$λ_{2}$	0.8020	0.49
$λ_{3}$	0.0000	0.00

Estimation Period:
May 30, 1990 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts