Skip to main content
V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:14.96% (+0.49%)
Analysis last updated: Monday, March 16, 2026 at 07:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.28545.23
α0.18125.61
β0.712616.99
γ1-0.0017-0.03
γ20.08240.90
γ3-0.1112-1.05
γ4-0.0071-0.06
γ50.16961.81
γ6-0.2950-3.28
γ70.30062.98
γ8-0.2089-2.13
γ90.09970.77
Estimation Period:
Jan 30, 2003 to Mar 14, 2026
Impact of return on volatility tomorrow
Volatility Forecasts