Egyptian Pound Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
6.91%
increased by 0.36%
1 Week
7.38%
increased by 0.83%
1 Month
8.26%
increased by 1.71%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2211 | 5.19 | |
| 0.1820 | 5.47 | |
| 0.7054 | 16.20 | |
| -0.0041 | -0.08 | |
| 0.0877 | 1.00 | |
| -0.1218 | -1.19 | |
| 0.0140 | 0.13 | |
| 0.1433 | 1.48 | |
| -0.2784 | -3.18 | |
| 0.3060 | 3.10 | |
| -0.2396 | -2.45 | |
| 0.1773 | 1.34 |
Estimation Period:
Jan 30, 2003 to Jun 5, 2026
Jan 30, 2003 to Jun 5, 2026
Other Egyptian Pound Analyses
Other Spline-GARCH Analyses on Currencies