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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0012	4.08***
αARCH	0.0305	6.35***
βGARCH	0.9644	191.85***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0012	4.08***
α ARCH Response to squared shocks	0.0305	6.35***
β GARCH Volatility persistence	0.9644	191.85***

V-Lab

British Pound GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other British Pound Analyses