V-Lab: British Pound EGARCH Volatility Analysis

V-Lab

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V-Lab

British Pound EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:6.18% (-0.02%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0042	-6.57
$α$	0.0827	24.58
$β$	0.9915	1895.72
$γ$	-0.0141	-5.49

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts