V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

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Egyptian Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:3.45% (-0.04%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3224	5.47
$α$	0.1789	5.72
$β$	0.7084	17.24
$γ_{1}$	-0.0001	-0.00
$γ_{2}$	0.0792	0.84
$γ_{3}$	-0.1010	-0.94
$γ_{4}$	-0.0305	-0.28
$γ_{5}$	0.1966	2.23
$γ_{6}$	-0.3045	-3.29
$γ_{7}$	0.2761	2.74
$γ_{8}$	-0.1461	-1.60
$γ_{9}$	-0.0379	-0.35

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

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