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 Thursday, November 13th, 2025:4.57% (-0.25%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3325	5.48
$α$	0.1804	5.75
$β$	0.7072	17.24
$γ_{1}$	0.0033	0.06
$γ_{2}$	0.0731	0.76
$γ_{3}$	-0.0956	-0.88
$γ_{4}$	-0.0354	-0.33
$γ_{5}$	0.1999	2.29
$γ_{6}$	-0.3054	-3.26
$γ_{7}$	0.2781	2.80
$γ_{8}$	-0.1624	-2.00
$γ_{9}$	0.0380	0.75

Estimation Period:
Jan 30, 2003 to Nov 7, 2025

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