British Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.99% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1608 | 8.12 | |
| 0.0309 | 6.10 | |
| 0.9626 | 175.92 | |
| 0.0005 | 1.55 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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