V-Lab
V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:5.93% (-0.43%)

Analysis last updated: Sunday, January 29, 2023, 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.49393.56
α0.19074.98
β0.721017.69
γ10.02660.12
γ2-0.0013-0.00
γ30.06840.24
γ4-0.1773-0.91
γ50.03360.23
γ60.23442.04
γ7-0.2894-1.99
γ80.02400.16
γ90.27561.54
γ10-0.3108-1.92
Estimation Period:
Jan 30, 2003 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts