V-Lab
V-Lab
British Pound AGARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:8.02% (-0.14%)

Analysis last updated: Sunday, January 29, 2023, 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound AGARCH
paramt-stat
ω0.001311.99
α0.033424.27
β0.9607670.40
γ0.07105.79
Estimation Period:
Jan 2, 1990 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts