V-Lab
V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:12.03% (-0.22%)

Analysis last updated: Sunday, January 29, 2023, 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.47343.75
α0.18925.26
β0.711417.69
γ10.03270.16
γ2-0.0087-0.02
γ30.07060.26
γ4-0.1769-0.93
γ50.02570.18
γ60.25572.27
γ7-0.3403-2.40
γ80.15611.10
γ9-0.0491-0.31
γ100.45622.14
Estimation Period:
Jan 30, 2003 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts