Egyptian Pound MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:11.74% (+6.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1773 | 27.21 | |
| 0.6547 | 43.73 | |
| 0.0281 | 1.74 | |
| 0.0157 | 0.72 | |
| 0.8006 | 0.49 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1990 to Jan 2, 2026
May 30, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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