British Pound GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:5.61% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 16.53 | |
| 0.0309 | 24.80 | |
| 0.9639 | 741.48 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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