There is no Egg. Brahman, however, is existent. He is the Creator of the universe and is its King! Thus addressed by the god of wind, king Arjuna remained silent.
नास्त्यण्डमस्ति तु ब्रह्मा स राजा लोकभावनः। इत्युक्तः स तदा तूष्णीमभूद् वायुस्ततोऽब्रवीत्॥