Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.02%
decreased by 0.80%
1 Week
6.93%
decreased by 0.89%
1 Month
6.73%
decreased by 1.09%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2796 | 5.12 | |
| 0.1863 | 5.53 | |
| 0.7082 | 16.92 | |
| 0.0021 | 0.04 | |
| 0.0758 | 0.86 | |
| -0.1108 | -1.07 | |
| 0.0051 | 0.05 | |
| 0.1473 | 1.53 | |
| -0.2741 | -3.08 | |
| 0.2888 | 2.95 | |
| -0.1993 | -2.32 | |
| 0.0675 | 1.23 |
Estimation Period:
Jan 30, 2003 to May 22, 2026
Jan 30, 2003 to May 22, 2026
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