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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.20% (-2.48%)
Analysis last updated: Friday, March 13, 2026 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.30465.20
α0.18345.60
β0.711817.00
γ10.00140.02
γ20.07770.85
γ3-0.1101-1.04
γ4-0.0034-0.03
γ50.16201.72
γ6-0.2853-3.17
γ70.28892.93
γ8-0.1918-2.26
γ90.06121.15
Estimation Period:
Jan 30, 2003 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts