V-Lab
V-Lab
British Pound GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:8.68% (-0.04%)

Analysis last updated: Sunday, March 26, 2023, 02:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound GARCH
paramt-stat
ω0.001315.81
α0.032623.99
β0.9624688.44
Estimation Period:
Jan 2, 1990 to Mar 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts