V-Lab: British Pound Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

British Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:6.18% (-0.01%)

Analysis last updated: Tuesday, April 23, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2423	8.58
$α$	0.0327	5.88
$β$	0.9597	155.54
$γ_{1}$	0.0009	2.66

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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Volatility Forecasts