V-Lab
V-Lab
British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:6.17% (-0.05%)

Analysis last updated: Friday, April 26, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound GJR-GARCH
paramt-stat
ω0.001315.23
α0.024610.24
β0.9637713.82
γ0.01243.16
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts