Egyptian Pound MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.22% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1815 | 27.16 | |
| 0.6517 | 43.71 | |
| 0.0247 | 1.52 | |
| 0.0158 | 0.74 | |
| 0.8051 | 0.50 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1990 to Feb 6, 2026
May 30, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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