British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.05% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.46 | |
| 0.0237 | 10.43 | |
| 0.9650 | 758.08 | |
| 0.0116 | 3.09 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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