V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

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Egyptian Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:4.33% (+0.65%)

Analysis last updated: Monday, November 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3241	5.48
$α$	0.1799	5.74
$β$	0.7077	17.28
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0785	0.82
$γ_{3}$	-0.0979	-0.90
$γ_{4}$	-0.0369	-0.35
$γ_{5}$	0.2039	2.34
$γ_{6}$	-0.3083	-3.28
$γ_{7}$	0.2736	2.70
$γ_{8}$	-0.1397	-1.54
$γ_{9}$	-0.0342	-0.31

Estimation Period:
Jan 30, 2003 to Nov 7, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts