British Pound EGARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:6.98% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0039 | -6.49 | |
| 0.0782 | 25.12 | |
| 0.9921 | 2,075.58 | |
| -0.0135 | -5.57 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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