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V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.22% (-2.45%)
Analysis last updated: Friday, March 13, 2026 at 07:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.28695.24
α0.18075.60
β0.713317.01
γ1-0.0003-0.01
γ20.08040.88
γ3-0.1100-1.04
γ4-0.0078-0.07
γ50.17001.82
γ6-0.2954-3.29
γ70.30112.98
γ8-0.2095-2.14
γ90.10100.78
Estimation Period:
Jan 30, 2003 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts