Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:6.04% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3254 | 5.44 | |
| 0.1807 | 5.68 | |
| 0.7051 | 16.74 | |
| 0.0014 | 0.03 | |
| 0.0782 | 0.85 | |
| -0.1074 | -1.02 | |
| -0.0139 | -0.13 | |
| 0.1758 | 1.94 | |
| -0.2933 | -3.28 | |
| 0.2872 | 2.95 | |
| -0.1883 | -2.30 | |
| 0.0618 | 1.21 |
Estimation Period:
Jan 30, 2003 to Jan 30, 2026
Jan 30, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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