Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
6.36%
decreased by 0.53%
1 Week
6.36%
unchanged at 0.00%
1 Month
6.35%
decreased by 0.01%
Analysis last updated: Monday, March 23, 2026 at 07:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3068 | 5.24 | |
| 0.1838 | 5.61 | |
| 0.7093 | 16.91 | |
| 0.0021 | 0.04 | |
| 0.0769 | 0.85 | |
| -0.1099 | -1.04 | |
| -0.0037 | -0.03 | |
| 0.1623 | 1.73 | |
| -0.2855 | -3.18 | |
| 0.2891 | 2.94 | |
| -0.1923 | -2.28 | |
| 0.0620 | 1.17 |
Estimation Period:
Jan 30, 2003 to Mar 20, 2026
Jan 30, 2003 to Mar 20, 2026
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