Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.70% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3139 | 5.43 | |
| 0.1818 | 5.68 | |
| 0.7026 | 16.55 | |
| -0.0015 | -0.03 | |
| 0.0829 | 0.90 | |
| -0.1097 | -1.04 | |
| -0.0140 | -0.13 | |
| 0.1777 | 1.96 | |
| -0.2947 | -3.29 | |
| 0.2835 | 2.85 | |
| -0.1702 | -1.81 | |
| -0.0021 | -0.02 |
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 Spline-GARCH Analyses on Currencies