V-Lab
V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:21.44% (-0.32%)

Analysis last updated: Sunday, April 21, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.14574.46
α0.18855.82
β0.706818.11
γ10.02480.16
γ20.01440.05
γ30.02890.12
γ4-0.1586-0.73
γ50.09370.40
γ60.15770.74
γ7-0.3609-2.21
γ80.29602.09
γ9-0.0783-0.52
γ100.24800.60
Estimation Period:
Jan 30, 2003 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts