V-Lab: British Pound APARCH Volatility Analysis

Skip to main content

V-Lab

British Pound APARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:6.10% (+0.11%)

Analysis last updated: Saturday, November 1, 2025 at 12:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0014	13.90
$α$	0.0310	22.72
$β$	0.9649	745.69
$γ$	0.1080	5.56
$δ$	1.8846	34.20

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts