V-Lab: British Pound EGARCH Volatility Analysis

Skip to main content

V-Lab

British Pound EGARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:4.82% (0.00%)

Analysis last updated: Thursday, December 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0039	-6.38
$α$	0.0786	24.94
$β$	0.9921	2,062.65
$γ$	-0.0136	-5.58

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts