Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.36% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3183 | 5.42 | |
| 0.1804 | 5.66 | |
| 0.7049 | 16.68 | |
| 0.0012 | 0.02 | |
| 0.0787 | 0.86 | |
| -0.1085 | -1.03 | |
| -0.0116 | -0.11 | |
| 0.1729 | 1.90 | |
| -0.2913 | -3.27 | |
| 0.2873 | 2.96 | |
| -0.1903 | -2.32 | |
| 0.0641 | 1.25 |
Estimation Period:
Jan 30, 2003 to Feb 6, 2026
Jan 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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