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V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.26% (+5.91%)
Analysis last updated: Friday, February 20, 2026 at 07:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.32585.42
α0.18335.67
β0.701616.46
γ1-0.0015-0.03
γ20.08330.91
γ3-0.1108-1.05
γ4-0.0121-0.11
γ50.17571.92
γ6-0.2946-3.29
γ70.28782.89
γ8-0.1818-1.93
γ90.03270.28
Estimation Period:
Jan 30, 2003 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts