V-Lab
V-Lab
British Pound GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:8.05% (-0.06%)
Analysis last updated: Friday, April 18, 2025 at 07:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound GARCH
paramt-stat
ω0.001216.59
α0.031524.78
β0.9634730.39
Estimation Period:
Jan 2, 1990 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts