V-Lab: British Pound GARCH Volatility Analysis

V-Lab

|

V-Lab

British Pound GARCH Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2023:6.36% (-0.08%)

Analysis last updated: Wednesday, October 4, 2023 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	16.01
$α$	0.0323	24.07
$β$	0.9625	692.92

Estimation Period:
Jan 2, 1990 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts