V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:5.40% (-0.47%)

Analysis last updated: Friday, September 12, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3299	5.47
$α$	0.1806	5.74
$β$	0.7101	17.71
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0769	0.77
$γ_{3}$	-0.0907	-0.81
$γ_{4}$	-0.0505	-0.48
$γ_{5}$	0.2180	2.54
$γ_{6}$	-0.3118	-3.15
$γ_{7}$	0.2599	2.53
$γ_{8}$	-0.1121	-1.28
$γ_{9}$	-0.0646	-0.58

Estimation Period:
Jan 30, 2003 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts