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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:4.21% (+0.09%)
Analysis last updated: Monday, December 22, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.33145.47
α0.17855.71
β0.708817.21
γ10.00330.06
γ20.07430.79
γ3-0.1005-0.94
γ4-0.0260-0.24
γ50.18982.14
γ6-0.3013-3.29
γ70.28482.90
γ8-0.1786-2.20
γ90.05341.06
Estimation Period:
Jan 30, 2003 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts