US Dollar to British Pound APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.65%
decreased by 0.05%
1 Week
5.67%
decreased by 0.03%
1 Month
5.74%
increased by 0.04%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 12.73 | |
| 0.0251 | 17.12 | |
| 0.9673 | 684.54 | |
| -0.1639 | -6.62 | |
| 2.0151 | 26.56 |
Estimation Period:
Jan 1, 2000 to Jun 12, 2026
Jan 1, 2000 to Jun 12, 2026
Other APARCH Analyses on Currencies