Egyptian Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.22% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2869 | 5.24 | |
| 0.1807 | 5.60 | |
| 0.7133 | 17.01 | |
| -0.0003 | -0.01 | |
| 0.0804 | 0.88 | |
| -0.1100 | -1.04 | |
| -0.0078 | -0.07 | |
| 0.1700 | 1.82 | |
| -0.2954 | -3.29 | |
| 0.3011 | 2.98 | |
| -0.2095 | -2.14 | |
| 0.1010 | 0.78 |
Estimation Period:
Jan 30, 2003 to Mar 13, 2026
Jan 30, 2003 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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