V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

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Egyptian Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:6.44% (+2.07%)

Analysis last updated: Tuesday, October 14, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3203	5.47
$α$	0.1804	5.75
$β$	0.7087	17.52
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0778	0.79
$γ_{3}$	-0.0937	-0.85
$γ_{4}$	-0.0450	-0.43
$γ_{5}$	0.2124	2.46
$γ_{6}$	-0.3110	-3.22
$γ_{7}$	0.2670	2.61
$γ_{8}$	-0.1263	-1.42
$γ_{9}$	-0.0441	-0.39

Estimation Period:
Jan 30, 2003 to Oct 10, 2025

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