US Dollar to British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:5.57% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 12.46 | |
| 0.0343 | 13.25 | |
| 0.9672 | 692.83 | |
| -0.0164 | -4.00 |
Estimation Period:
Jan 1, 2000 to Feb 20, 2026
Jan 1, 2000 to Feb 20, 2026
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