V-Lab: Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:4.34% (-0.09%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3804	5.45
$α$	0.1857	5.65
$β$	0.7093	17.95
$γ_{1}$	0.0046	0.08
$γ_{2}$	0.0674	0.63
$γ_{3}$	-0.0768	-0.66
$γ_{4}$	-0.0703	-0.70
$γ_{5}$	0.2330	2.65
$γ_{6}$	-0.3069	-2.74
$γ_{7}$	0.2334	2.22
$γ_{8}$	-0.0898	-1.19
$γ_{9}$	-0.0187	-0.39

Estimation Period:
Jan 30, 2003 to May 9, 2025

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Volatility Forecasts

Volatility Forecasts