British Pound EGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.21% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0039 | -6.40 | |
| 0.0785 | 24.92 | |
| 0.9921 | 2,062.63 | |
| -0.0136 | -5.57 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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