V-Lab

Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:7.05% (-0.89%)
Analysis last updated: Friday, June 20, 2025 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Pound SGARCH
paramt-stat
ω2.35925.48
α0.18345.63
β0.709417.65
γ10.00130.02
γ20.07350.70
γ3-0.0826-0.72
γ4-0.0647-0.63
γ50.22992.68
γ6-0.3073-2.87
γ70.22962.20
γ8-0.0568-0.69
γ9-0.1531-1.49
Estimation Period:
Jan 30, 2003 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts