V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

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V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:20.99% (-0.05%)

Analysis last updated: Wednesday, April 24, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1457	4.46
$α$	0.1885	5.82
$β$	0.7068	18.11
$γ_{1}$	0.0248	0.16
$γ_{2}$	0.0144	0.05
$γ_{3}$	0.0289	0.12
$γ_{4}$	-0.1586	-0.73
$γ_{5}$	0.0937	0.40
$γ_{6}$	0.1577	0.74
$γ_{7}$	-0.3609	-2.21
$γ_{8}$	0.2960	2.09
$γ_{9}$	-0.0783	-0.52
$γ_{10}$	0.2480	0.60

Estimation Period:
Jan 30, 2003 to Apr 19, 2024

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