V-Lab: British Pound APARCH Volatility Analysis

V-Lab

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V-Lab

British Pound APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:6.00% (0.00%)

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
$ω$	0.0016	13.66
$α$	0.0335	22.80
$β$	0.9634	699.11
$γ$	0.1108	5.59
$δ$	1.8148	33.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts