Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:3.85% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3194 | 5.42 | |
| 0.1808 | 5.67 | |
| 0.7042 | 16.65 | |
| 0.0011 | 0.02 | |
| 0.0788 | 0.86 | |
| -0.1086 | -1.03 | |
| -0.0115 | -0.11 | |
| 0.1729 | 1.90 | |
| -0.2914 | -3.27 | |
| 0.2877 | 2.97 | |
| -0.1915 | -2.34 | |
| 0.0656 | 1.29 |
Estimation Period:
Jan 30, 2003 to Feb 13, 2026
Jan 30, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Egyptian Pound Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies