Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.20% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3046 | 5.20 | |
| 0.1834 | 5.60 | |
| 0.7118 | 17.00 | |
| 0.0014 | 0.02 | |
| 0.0777 | 0.85 | |
| -0.1101 | -1.04 | |
| -0.0034 | -0.03 | |
| 0.1620 | 1.72 | |
| -0.2853 | -3.17 | |
| 0.2889 | 2.93 | |
| -0.1918 | -2.26 | |
| 0.0612 | 1.15 |
Estimation Period:
Jan 30, 2003 to Mar 13, 2026
Jan 30, 2003 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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