V-Lab
V-Lab
British Pound AGARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:7.05% (-0.12%)

Analysis last updated: Sunday, December 3, 2023 at 02:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound AGARCH
paramt-stat
ω0.001312.02
α0.032224.38
β0.9620698.13
γ0.07135.80
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts