British Pound GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:5.22% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 16.45 | |
| 0.0307 | 24.88 | |
| 0.9641 | 747.39 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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