Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:4.51% (-0.20%)
Parameter Estimates
param | t-stat | |
---|---|---|
2.3427 | 5.49 | |
0.1804 | 5.76 | |
0.7083 | 17.44 | |
0.0045 | 0.08 | |
0.0709 | 0.73 | |
-0.0926 | -0.85 | |
-0.0407 | -0.38 | |
0.2055 | 2.37 | |
-0.3071 | -3.21 | |
0.2730 | 2.72 | |
-0.1516 | -1.88 | |
0.0281 | 0.56 |
Estimation Period:
Jan 30, 2003 to Oct 18, 2025
Jan 30, 2003 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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