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

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:4.04% (-0.07%)

Analysis last updated: Sunday, November 16, 2025 at 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3395	5.49
$α$	0.1797	5.75
$β$	0.7084	17.33
$γ_{1}$	0.0042	0.07
$γ_{2}$	0.0721	0.75
$γ_{3}$	-0.0959	-0.88
$γ_{4}$	-0.0346	-0.33
$γ_{5}$	0.1992	2.28
$γ_{6}$	-0.3052	-3.25
$γ_{7}$	0.2787	2.80
$γ_{8}$	-0.1638	-2.02
$γ_{9}$	0.0394	0.78

Estimation Period:
Jan 30, 2003 to Nov 14, 2025

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