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

V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:5.12% (-0.37%)

Analysis last updated: Friday, April 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4250	5.50
$α$	0.1876	5.64
$β$	0.7082	17.91
$γ_{1}$	0.0077	0.13
$γ_{2}$	0.0629	0.58
$γ_{3}$	-0.0739	-0.63
$γ_{4}$	-0.0737	-0.73
$γ_{5}$	0.2355	2.65
$γ_{6}$	-0.3059	-2.68
$γ_{7}$	0.2285	2.17
$γ_{8}$	-0.0842	-1.12
$γ_{9}$	-0.0216	-0.46

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

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Volatility Forecasts

Volatility Forecasts