V-Lab: British Pound GARCH Volatility Analysis

V-Lab

British Pound GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:6.84% (-0.03%)

Analysis last updated: Friday, July 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	16.55
$α$	0.0313	24.81
$β$	0.9636	734.41

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts