V-Lab: Egyptian Pound MF2-GARCH Volatility Analysis

V-Lab

Egyptian Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:6.87% (-1.11%)

Analysis last updated: Wednesday, June 18, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1797	27.00
$β$	0.6538	43.62
$γ$	0.0292	1.77
$λ_{1}$	0.0159	0.72
$λ_{2}$	0.8004	0.49
$λ_{3}$	0.0000	0.00

Estimation Period:
May 30, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts