V-Lab
V-Lab
British Pound AGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:6.38% (+0.15%)

Analysis last updated: Friday, April 26, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound AGARCH
paramt-stat
ω0.001312.09
α0.032124.56
β0.9620702.72
γ0.07025.73
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts