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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:3.85% (-0.07%)
Analysis last updated: Sunday, February 15, 2026 at 02:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.31945.42
α0.18085.67
β0.704216.65
γ10.00110.02
γ20.07880.86
γ3-0.1086-1.03
γ4-0.0115-0.11
γ50.17291.90
γ6-0.2914-3.27
γ70.28772.97
γ8-0.1915-2.34
γ90.06561.29
Estimation Period:
Jan 30, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts