V-Lab: British Pound AGARCH Volatility Analysis

V-Lab

British Pound AGARCH Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:5.95% (-0.08%)

Analysis last updated: Sunday, June 15, 2025 at 01:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	12.08
$α$	0.0313	24.98
$β$	0.9629	731.11
$γ$	0.0721	5.97

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts