Egyptian Pound APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.66%
increased by 0.27%
1 Week
5.68%
increased by 0.29%
1 Month
5.76%
increased by 0.37%
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 | |
|---|---|---|
| 0.0037 | 7.91 | |
| 0.1337 | 19.73 | |
| 0.8560 | 117.60 | |
| -0.0340 | -1.26 | |
| 1.7836 | 18.31 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
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