British Pound EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:6.03% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0039 | -6.50 | |
| 0.0782 | 25.08 | |
| 0.9921 | 2,071.22 | |
| -0.0135 | -5.56 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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