British Pound AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.65% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 12.21 | |
| 0.0307 | 25.09 | |
| 0.9635 | 745.72 | |
| 0.0713 | 5.93 |
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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