V-Lab: British Pound MF2-GARCH Volatility Analysis

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V-Lab

British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:0.03% (-4.69%)

Analysis last updated: Friday, April 19, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.7499	7498540.00
$β$	0.0002	1780.00
$γ$	0.4999	4999370.00
$λ_{1}$	9.3580	93580370.00
$λ_{2}$	0.0621	621190.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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