V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:4.46% (-0.04%)
Analysis last updated: Tuesday, July 15, 2025 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.37875.50
α0.18145.70
β0.712218.01
γ10.00760.13
γ20.06420.62
γ3-0.0803-0.71
γ4-0.0612-0.59
γ50.22532.62
γ6-0.3106-2.96
γ70.25242.45
γ8-0.1160-1.49
γ90.00000.00
Estimation Period:
Jan 30, 2003 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts