British Pound AGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:5.99% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 11.78 | |
| 0.0307 | 25.07 | |
| 0.9636 | 748.75 | |
| 0.0728 | 6.01 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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