British Pound AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
6.53%
increased by 0.14%
1 Week
6.54%
increased by 0.15%
1 Month
6.59%
increased by 0.20%
Analysis last updated: Friday, May 8, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 11.92 | |
| 0.0305 | 25.18 | |
| 0.9637 | 753.47 | |
| 0.0744 | 6.15 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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