Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:14.96% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2854 | 5.23 | |
| 0.1812 | 5.61 | |
| 0.7126 | 16.99 | |
| -0.0017 | -0.03 | |
| 0.0824 | 0.90 | |
| -0.1112 | -1.05 | |
| -0.0071 | -0.06 | |
| 0.1696 | 1.81 | |
| -0.2950 | -3.28 | |
| 0.3006 | 2.98 | |
| -0.2089 | -2.13 | |
| 0.0997 | 0.77 |
Estimation Period:
Jan 30, 2003 to Mar 14, 2026
Jan 30, 2003 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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