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

V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:5.28% (-0.14%)

Analysis last updated: Friday, July 11, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3787	5.50
$α$	0.1814	5.70
$β$	0.7122	18.01
$γ_{1}$	0.0076	0.13
$γ_{2}$	0.0642	0.62
$γ_{3}$	-0.0803	-0.71
$γ_{4}$	-0.0612	-0.59
$γ_{5}$	0.2253	2.62
$γ_{6}$	-0.3106	-2.96
$γ_{7}$	0.2524	2.45
$γ_{8}$	-0.1160	-1.49
$γ_{9}$	0.0000	0.00

Estimation Period:
Jan 30, 2003 to Jul 11, 2025

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