Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.68%
increased by 0.45%
1 Week
5.84%
increased by 0.61%
1 Month
6.17%
increased by 0.94%
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 | |
|---|---|---|
| 2.2706 | 5.10 | |
| 0.1860 | 5.50 | |
| 0.7080 | 16.83 | |
| 0.0012 | 0.02 | |
| 0.0775 | 0.88 | |
| -0.1135 | -1.11 | |
| 0.0102 | 0.09 | |
| 0.1406 | 1.45 | |
| -0.2688 | -3.04 | |
| 0.2873 | 2.95 | |
| -0.2014 | -2.34 | |
| 0.0703 | 1.28 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
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