V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

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V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.74% (-0.13%)

Analysis last updated: Friday, April 26, 2024 at 07:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2198	4.47
$α$	0.1873	5.80
$β$	0.7073	17.99
$γ_{1}$	0.0238	0.15
$γ_{2}$	0.0159	0.06
$γ_{3}$	0.0281	0.11
$γ_{4}$	-0.1579	-0.73
$γ_{5}$	0.0933	0.40
$γ_{6}$	0.1575	0.74
$γ_{7}$	-0.3592	-2.20
$γ_{8}$	0.2912	2.08
$γ_{9}$	-0.0662	-0.46
$γ_{10}$	0.1905	0.49

Estimation Period:
Jan 30, 2003 to Apr 26, 2024

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