Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
6.75%
decreased by 0.80%
1 Week
6.69%
decreased by 0.86%
1 Month
6.57%
decreased by 0.98%
Analysis last updated: Monday, May 4, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2966 | 5.15 | |
| 0.1872 | 5.55 | |
| 0.7074 | 16.91 | |
| 0.0033 | 0.06 | |
| 0.0741 | 0.83 | |
| -0.1089 | -1.05 | |
| 0.0009 | 0.01 | |
| 0.1534 | 1.60 | |
| -0.2797 | -3.14 | |
| 0.2914 | 2.97 | |
| -0.1997 | -2.32 | |
| 0.0677 | 1.24 |
Estimation Period:
Jan 30, 2003 to May 1, 2026
Jan 30, 2003 to May 1, 2026
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