V-Lab
V-Lab
British Pound GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:14.13% (-0.26%)

Analysis last updated: Friday, November 25, 2022, 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound GARCH
paramt-stat
ω0.001214.96
α0.032323.82
β0.9631685.95
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts