V-Lab: British Pound EGARCH Volatility Analysis

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V-Lab

British Pound EGARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:6.00% (0.00%)

Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0039	-6.46
$α$	0.0787	24.88
$β$	0.9921	2,045.47
$γ$	-0.0138	-5.61

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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