V-Lab: British Pound AGARCH Volatility Analysis

V-Lab

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V-Lab

British Pound AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:6.21% (-0.09%)

Analysis last updated: Monday, April 15, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	12.12
$α$	0.0321	24.55
$β$	0.9620	701.14
$γ$	0.0702	5.73

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts