V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

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V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.53% (-0.54%)

Analysis last updated: Thursday, April 18, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0517	4.44
$α$	0.1895	5.86
$β$	0.7066	18.27
$γ_{1}$	0.0266	0.17
$γ_{2}$	0.0118	0.04
$γ_{3}$	0.0306	0.12
$γ_{4}$	-0.1593	-0.73
$γ_{5}$	0.0915	0.39
$γ_{6}$	0.1626	0.77
$γ_{7}$	-0.3655	-2.25
$γ_{8}$	0.2997	2.11
$γ_{9}$	-0.0884	-0.56
$γ_{10}$	0.3004	0.70

Estimation Period:
Jan 30, 2003 to Apr 12, 2024

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