Egyptian Pound MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.72%
decreased by 0.55%
1 Week
7.72%
increased by 0.45%
1 Month
9.88%
increased by 2.61%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1951 | 28.00 | |
| 0.6528 | 45.54 | |
| 0.0048 | 0.29 | |
| 0.0162 | 0.80 | |
| 0.8223 | 0.53 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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