V-Lab
V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:3.93% (-0.06%)

Analysis last updated: Friday, September 22, 2023 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.51464.02
α0.17825.48
β0.728718.60
γ10.03310.18
γ2-0.0037-0.01
γ30.05270.20
γ4-0.1709-0.80
γ50.06190.30
γ60.21491.27
γ7-0.3618-2.52
γ80.19161.42
γ90.10360.71
γ10-0.2434-1.08
Estimation Period:
Jan 30, 2003 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts