Egyptian Pound AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.65%
increased by 3.28%
1 Week
8.53%
increased by 3.16%
1 Month
8.11%
increased by 2.74%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 11.41 | |
| 0.1222 | 22.81 | |
| 0.8556 | 149.89 | |
| -0.0118 | -0.74 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
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