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Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.70% (0.00%)
Analysis last updated: Tuesday, February 17, 2026 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.31395.43
α0.18185.68
β0.702616.55
γ1-0.0015-0.03
γ20.08290.90
γ3-0.1097-1.04
γ4-0.0140-0.13
γ50.17771.96
γ6-0.2947-3.29
γ70.28352.85
γ8-0.1702-1.81
γ9-0.0021-0.02
Estimation Period:
Jan 30, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts