V-Lab: British Pound EGARCH Volatility Analysis

V-Lab

British Pound EGARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:6.96% (-0.19%)

Analysis last updated: Sunday, May 11, 2025 at 01:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0039	-6.38
$α$	0.0797	24.88
$β$	0.9919	2,032.66
$γ$	-0.0136	-5.49

Estimation Period:
Jan 2, 1990 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts