V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:4.44% (-0.17%)

Analysis last updated: Friday, July 11, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3478	5.46
$α$	0.1805	5.64
$β$	0.7135	17.97
$γ_{1}$	0.0014	0.02
$γ_{2}$	0.0732	0.71
$γ_{3}$	-0.0834	-0.73
$γ_{4}$	-0.0625	-0.61
$γ_{5}$	0.2284	2.66
$γ_{6}$	-0.3099	-2.95
$γ_{7}$	0.2385	2.29
$γ_{8}$	-0.0716	-0.86
$γ_{9}$	-0.1291	-1.24

Estimation Period:
Jan 30, 2003 to Jul 11, 2025

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