V-Lab: Egyptian Pound Spline-GARCH Volatility Analysis

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 ·

Parameter Estimates

	param	t-stat
$ω$	2.3592	5.48
$α$	0.1834	5.63
$β$	0.7094	17.65
$γ_{1}$	0.0013	0.02
$γ_{2}$	0.0735	0.70
$γ_{3}$	-0.0826	-0.72
$γ_{4}$	-0.0647	-0.63
$γ_{5}$	0.2299	2.68
$γ_{6}$	-0.3073	-2.87
$γ_{7}$	0.2296	2.20
$γ_{8}$	-0.0568	-0.69
$γ_{9}$	-0.1531	-1.49

Estimation Period:
Jan 30, 2003 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts