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V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.52% (-0.15%)
Analysis last updated: Friday, February 6, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.32465.44
α0.18115.67
β0.704216.66
γ1-0.0004-0.01
γ20.08150.89
γ3-0.1092-1.04
γ4-0.0142-0.13
γ50.17781.96
γ6-0.2951-3.30
γ70.28482.86
γ8-0.1730-1.84
γ90.00660.06
Estimation Period:
Jan 30, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts