V-Lab: Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.55% (+0.23%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3821	5.48
$α$	0.1830	5.70
$β$	0.7117	18.04
$γ_{1}$	0.0062	0.11
$γ_{2}$	0.0660	0.64
$γ_{3}$	-0.0804	-0.70
$γ_{4}$	-0.0623	-0.61
$γ_{5}$	0.2266	2.63
$γ_{6}$	-0.3105	-2.93
$γ_{7}$	0.2499	2.41
$γ_{8}$	-0.1118	-1.44
$γ_{9}$	-0.0036	-0.07

Estimation Period:
Jan 30, 2003 to Jun 27, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts