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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2469	4.97***
α ARCH Response to squared shocks	0.1888	5.41***
β GARCH Volatility persistence	0.7061	16.55***

γ₁	-0.0011	-0.02
γ₂	0.0817	0.95
γ₃	-0.1218	-1.21
γ₄	0.0281	0.25
γ₅	0.1163	1.16
γ₆	-0.2484	-2.83***
γ₇	0.2786	2.90***
γ₈	-0.2014	-2.34**
γ₉	0.0715	1.28

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Egyptian Pound Analyses