V-Lab: British Pound APARCH Volatility Analysis

V-Lab

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V-Lab

British Pound APARCH Volatility Analysis

Volatility Prediction for Friday, October 4th, 2024:5.77% (-0.04%)

Analysis last updated: Thursday, October 3, 2024 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0015	13.54
$α$	0.0331	22.87
$β$	0.9639	716.10
$γ$	0.1120	5.68
$δ$	1.8206	33.24

Estimation Period:
Jan 2, 1990 to Sep 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts