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V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, March 24th, 2026

1 Day

6.36%

decreased by 0.53%

1 Week

6.36%

unchanged at 0.00%

1 Month

6.35%

decreased by 0.01%

Analysis last updated: Monday, March 23, 2026 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω2.30685.24
α0.18385.61
β0.709316.91
γ10.00210.04
γ20.07690.85
γ3-0.1099-1.04
γ4-0.0037-0.03
γ50.16231.73
γ6-0.2855-3.18
γ70.28912.94
γ8-0.1923-2.28
γ90.06201.17
Estimation Period:
Jan 30, 2003 to Mar 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts