British Pound GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:5.28% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 16.30 | |
| 0.0308 | 24.84 | |
| 0.9641 | 745.61 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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