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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:4.51% (-0.20%)
Analysis last updated: Wednesday, October 22, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.34275.49
α0.18045.76
β0.708317.44
γ10.00450.08
γ20.07090.73
γ3-0.0926-0.85
γ4-0.0407-0.38
γ50.20552.37
γ6-0.3071-3.21
γ70.27302.72
γ8-0.1516-1.88
γ90.02810.56
Estimation Period:
Jan 30, 2003 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts