V-Lab: British Pound AGARCH Volatility Analysis

V-Lab

British Pound AGARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:6.02% (-0.09%)

Analysis last updated: Sunday, September 21, 2025 at 04:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	12.01
$α$	0.0309	24.95
$β$	0.9632	738.12
$γ$	0.0732	6.03

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts