V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:4.34% (-0.09%)
Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.38045.45
α0.18575.65
β0.709317.95
γ10.00460.08
γ20.06740.63
γ3-0.0768-0.66
γ4-0.0703-0.70
γ50.23302.65
γ6-0.3069-2.74
γ70.23342.22
γ8-0.0898-1.19
γ9-0.0187-0.39
Estimation Period:
Jan 30, 2003 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts