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

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 23rd, 2025:4.51% (-0.20%)

Analysis last updated: Wednesday, October 22, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3427	5.49
$α$	0.1804	5.76
$β$	0.7083	17.44
$γ_{1}$	0.0045	0.08
$γ_{2}$	0.0709	0.73
$γ_{3}$	-0.0926	-0.85
$γ_{4}$	-0.0407	-0.38
$γ_{5}$	0.2055	2.37
$γ_{6}$	-0.3071	-3.21
$γ_{7}$	0.2730	2.72
$γ_{8}$	-0.1516	-1.88
$γ_{9}$	0.0281	0.56

Estimation Period:
Jan 30, 2003 to Oct 18, 2025

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