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

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:4.43% (-0.19%)

Analysis last updated: Tuesday, December 2, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3344	5.48
$α$	0.1791	5.73
$β$	0.7085	17.26
$γ_{1}$	0.0037	0.07
$γ_{2}$	0.0732	0.77
$γ_{3}$	-0.0982	-0.91
$γ_{4}$	-0.0304	-0.28
$γ_{5}$	0.1946	2.21
$γ_{6}$	-0.3033	-3.27
$γ_{7}$	0.2815	2.85
$γ_{8}$	-0.1702	-2.09
$γ_{9}$	0.0452	0.89

Estimation Period:
Jan 30, 2003 to Nov 28, 2025

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Volatility Forecasts