V-Lab: Egyptian Pound MF2-GARCH Volatility Analysis

V-Lab

Egyptian Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:3.62% (-0.17%)

Analysis last updated: Friday, May 30, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1802	27.03
$β$	0.6541	43.75
$γ$	0.0286	1.73
$λ_{1}$	0.0159	0.72
$λ_{2}$	0.7985	0.49
$λ_{3}$	0.0000	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts