Egyptian Pound MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 6th, 2026
1 Day
-0.00%
decreased by 1.60%
1 Week
0.11%
decreased by 1.49%
1 Month
0.24%
decreased by 1.36%
Analysis last updated: Sunday, April 5, 2026 at 01:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.8655 | 8,654,730.00 | |
| 0.0000 | 100.00 | |
| 0.2690 | 2,690,340.00 | |
| 0.0037 | 37,420.00 | |
| 0.0000 | 100.00 | |
| 0.9919 | 9,919,020.00 |
Estimation Period:
May 30, 1990 to Apr 3, 2026
May 30, 1990 to Apr 3, 2026
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