US Dollar to Egyptian Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.78%
decreased by 0.11%
1 Week
6.81%
decreased by 0.08%
1 Month
6.94%
increased by 0.05%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 12.44 | |
| 0.1592 | 15.21 | |
| 0.8396 | 145.57 | |
| -0.0128 | -0.75 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Currencies