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	param	t-stat
$ω$	2.2643	5.06
$α$	0.1878	5.48
$β$	0.7056	16.64
$γ_{1}$	0.0000	0.00
$γ_{2}$	0.0799	0.92
$γ_{3}$	-0.1177	-1.16
$γ_{4}$	0.0182	0.16
$γ_{5}$	0.1302	1.32
$γ_{6}$	-0.2602	-2.96
$γ_{7}$	0.2840	2.94
$γ_{8}$	-0.2031	-2.37
$γ_{9}$	0.0730	1.32

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Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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