Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.26% (+5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3258 | 5.42 | |
| 0.1833 | 5.67 | |
| 0.7016 | 16.46 | |
| -0.0015 | -0.03 | |
| 0.0833 | 0.91 | |
| -0.1108 | -1.05 | |
| -0.0121 | -0.11 | |
| 0.1757 | 1.92 | |
| -0.2946 | -3.29 | |
| 0.2878 | 2.89 | |
| -0.1818 | -1.93 | |
| 0.0327 | 0.28 |
Estimation Period:
Jan 30, 2003 to Feb 20, 2026
Jan 30, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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