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

V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:4.71% (+0.28%)

Analysis last updated: Friday, August 29, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3576	5.50
$α$	0.1809	5.75
$β$	0.7101	17.73
$γ_{1}$	0.0056	0.10
$γ_{2}$	0.0683	0.68
$γ_{3}$	-0.0870	-0.78
$γ_{4}$	-0.0504	-0.48
$γ_{5}$	0.2154	2.51
$γ_{6}$	-0.3098	-3.11
$γ_{7}$	0.2646	2.61
$γ_{8}$	-0.1361	-1.71
$γ_{9}$	0.0155	0.31

Estimation Period:
Jan 30, 2003 to Aug 29, 2025

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