Egyptian Pound GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
6.96%
increased by 1.40%
1 Week
6.89%
increased by 1.33%
1 Month
6.67%
increased by 1.11%
Analysis last updated: Wednesday, June 10, 2026 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 11.87 | |
| 0.1276 | 12.44 | |
| 0.8554 | 147.46 | |
| -0.0107 | -0.63 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
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