British Pound AGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:4.83% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 11.73 | |
| 0.0308 | 25.10 | |
| 0.9635 | 747.52 | |
| 0.0725 | 6.00 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
Other British Pound Analyses
Other AGARCH Analyses on Currencies