British Pound AGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:5.92% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 11.95 | |
| 0.0308 | 24.95 | |
| 0.9634 | 741.07 | |
| 0.0729 | 6.00 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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