V-Lab
V-Lab

Egyptian Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:35.58% (-0.62%)

Analysis last updated: Thursday, March 28, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound S0GARCH
paramt-stat
ω1.78093.76
α0.14044.87
β0.814922.19
γ10.08000.41
γ2-0.0806-0.22
γ30.09210.29
γ4-0.1907-0.72
γ50.10440.39
γ60.14730.64
γ7-0.3156-1.65
γ80.08400.42
γ90.53041.92
γ10-0.7743-2.75
Estimation Period:
Jan 30, 2003 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts