V-Lab: British Pound EGARCH Volatility Analysis

V-Lab

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V-Lab

British Pound EGARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:5.76% (+0.07%)

Analysis last updated: Thursday, September 19, 2024 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0040	-6.37
$α$	0.0818	24.76
$β$	0.9917	1959.91
$γ$	-0.0142	-5.63

Estimation Period:
Jan 2, 1990 to Sep 13, 2024

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Volatility Forecasts

Volatility Forecasts