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 Tuesday, October 14th, 2025:4.84% (+0.83%)

Analysis last updated: Monday, October 13, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3436	5.49
$α$	0.1806	5.76
$β$	0.7086	17.50
$γ_{1}$	0.0046	0.08
$γ_{2}$	0.0706	0.72
$γ_{3}$	-0.0915	-0.83
$γ_{4}$	-0.0426	-0.40
$γ_{5}$	0.2076	2.40
$γ_{6}$	-0.3079	-3.19
$γ_{7}$	0.2717	2.70
$γ_{8}$	-0.1491	-1.85
$γ_{9}$	0.0262	0.52

Estimation Period:
Jan 30, 2003 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts