V-Lab: British Pound APARCH Volatility Analysis

V-Lab

British Pound APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:6.46% (-0.10%)

Analysis last updated: Tuesday, July 1, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	13.94
$α$	0.0317	22.81
$β$	0.9645	735.68
$γ$	0.1084	5.57
$δ$	1.8699	34.03

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts