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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.36% (-0.25%)
Analysis last updated: Sunday, February 8, 2026 at 02:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.31835.42
α0.18045.66
β0.704916.68
γ10.00120.02
γ20.07870.86
γ3-0.1085-1.03
γ4-0.0116-0.11
γ50.17291.90
γ6-0.2913-3.27
γ70.28732.96
γ8-0.1903-2.32
γ90.06411.25
Estimation Period:
Jan 30, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts