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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2369	5.00***
α ARCH Response to squared shocks	0.1882	5.44***
β GARCH Volatility persistence	0.7054	16.53***

γ₁	-0.0023	-0.04
γ₂	0.0834	0.96
γ₃	-0.1210	-1.20
γ₄	0.0239	0.21
γ₅	0.1228	1.24
γ₆	-0.2540	-2.89***
γ₇	0.2807	2.91***
γ₈	-0.2007	-2.33**
γ₉	0.0704	1.27

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Egyptian Pound Analyses