US Dollar to Egyptian Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:3.20% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 12.76 | |
| 0.1548 | 15.26 | |
| 0.8362 | 140.22 | |
| -0.0008 | -0.05 |
Estimation Period:
May 30, 1990 to Feb 13, 2026
May 30, 1990 to Feb 13, 2026
News Impact Curve
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