V-Lab: British Pound AGARCH Volatility Analysis

V-Lab

British Pound AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:7.04% (+0.24%)

Analysis last updated: Friday, July 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	12.04
$α$	0.0312	24.98
$β$	0.9630	733.43
$γ$	0.0725	6.00

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts