V-Lab: British Pound APARCH Volatility Analysis

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V-Lab

British Pound APARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:5.68% (-0.05%)

Analysis last updated: Friday, November 14, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	13.77
$α$	0.0310	22.74
$β$	0.9650	747.46
$γ$	0.1064	5.51
$δ$	1.8871	34.19

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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