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	param	t-stat
$ω$	2.2855	5.16
$α$	0.1865	5.57
$β$	0.7080	16.96
$γ_{1}$	0.0011	0.02
$γ_{2}$	0.0778	0.87
$γ_{3}$	-0.1111	-1.06
$γ_{4}$	0.0008	0.01
$γ_{5}$	0.1555	1.63
$γ_{6}$	-0.2811	-3.13
$γ_{7}$	0.2898	2.94
$γ_{8}$	-0.1962	-2.29
$γ_{9}$	0.0649	1.20

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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