British Pound EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.17% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0040 | -6.55 | |
| 0.0785 | 25.03 | |
| 0.9921 | 2,058.20 | |
| -0.0135 | -5.54 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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