Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.52% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3246 | 5.44 | |
| 0.1811 | 5.67 | |
| 0.7042 | 16.66 | |
| -0.0004 | -0.01 | |
| 0.0815 | 0.89 | |
| -0.1092 | -1.04 | |
| -0.0142 | -0.13 | |
| 0.1778 | 1.96 | |
| -0.2951 | -3.30 | |
| 0.2848 | 2.86 | |
| -0.1730 | -1.84 | |
| 0.0066 | 0.06 |
Estimation Period:
Jan 30, 2003 to Feb 6, 2026
Jan 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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