Egyptian Pound GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.58%
increased by 0.19%
1 Week
5.57%
increased by 0.18%
1 Month
5.54%
increased by 0.15%
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 | 12.05 | |
| 0.1241 | 22.60 | |
| 0.8540 | 145.43 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
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