Skip to main content
V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:6.04% (-0.34%)
Analysis last updated: Tuesday, February 3, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.32545.44
α0.18075.68
β0.705116.74
γ10.00140.03
γ20.07820.85
γ3-0.1074-1.02
γ4-0.0139-0.13
γ50.17581.94
γ6-0.2933-3.28
γ70.28722.95
γ8-0.1883-2.30
γ90.06181.21
Estimation Period:
Jan 30, 2003 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts