Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:4.21% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3314 | 5.47 | |
| 0.1785 | 5.71 | |
| 0.7088 | 17.21 | |
| 0.0033 | 0.06 | |
| 0.0743 | 0.79 | |
| -0.1005 | -0.94 | |
| -0.0260 | -0.24 | |
| 0.1898 | 2.14 | |
| -0.3013 | -3.29 | |
| 0.2848 | 2.90 | |
| -0.1786 | -2.20 | |
| 0.0534 | 1.06 |
Estimation Period:
Jan 30, 2003 to Dec 19, 2025
Jan 30, 2003 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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