British Pound GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:6.15% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 16.42 | |
| 0.0306 | 24.91 | |
| 0.9642 | 752.14 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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