Egyptian Pound MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
7.92%
decreased by 1.11%
1 Week
8.45%
decreased by 0.58%
1 Month
9.84%
increased by 0.81%
Analysis last updated: Sunday, April 26, 2026 at 01:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1952 | 27.81 | |
| 0.6551 | 45.90 | |
| 0.0070 | 0.42 | |
| 0.0164 | 0.80 | |
| 0.8193 | 0.54 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1990 to Apr 24, 2026
May 30, 1990 to Apr 24, 2026
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