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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0014	3.45***
αARCH	0.0310	5.84***
βGARCH	0.9652	191.66***
γleverage	0.1099	1.44
δpower	1.8667	8.54***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0014	3.45***
α ARCH Response to squared shocks	0.0310	5.84***
β GARCH Volatility persistence	0.9652	191.66***
γ leverage Additional response to negative shocks	0.1099	1.44
δ power Transformation power	1.8667	8.54***

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British Pound APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other British Pound Analyses