V-Lab
V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:14.95% (-0.02%)

Analysis last updated: Monday, April 15, 2024 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.03554.32
α0.16574.53
β0.745615.18
γ10.03750.23
γ2-0.0049-0.02
γ30.03630.14
γ4-0.1588-0.70
γ50.09700.40
γ60.13780.64
γ7-0.3025-1.76
γ80.13800.85
γ90.30291.55
γ10-0.4990-2.52
Estimation Period:
Jan 30, 2003 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts