British Pound GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:5.02% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 16.33 | |
| 0.0307 | 24.89 | |
| 0.9642 | 749.18 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other British Pound Analyses
Other GARCH Analyses on Currencies