V-Lab: British Pound APARCH Volatility Analysis

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V-Lab

British Pound APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:8.18% (-0.13%)

Analysis last updated: Friday, January 27, 2023, 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0016	13.64
$α$	0.0349	22.65
$β$	0.9622	666.79
$γ$	0.1118	5.58
$δ$	1.8108	33.15

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

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Volatility Forecasts

Volatility Forecasts