US Dollar to Egyptian Pound MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.60%
decreased by 0.32%
1 Week
8.88%
increased by 0.96%
1 Month
10.54%
increased by 2.62%
Analysis last updated: Friday, June 12, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1651 | 17.26 | |
| 0.5371 | 18.72 | |
| 0.0293 | 1.20 | |
| 0.0194 | 1.12 | |
| 0.7540 | 1.03 | |
| 0.0000 | 0.00 |
Estimation Period:
May 30, 1990 to Jun 12, 2026
May 30, 1990 to Jun 12, 2026
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