V-Lab: British Pound GJR-GARCH Volatility Analysis

V-Lab

British Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:6.55% (-0.03%)

Analysis last updated: Monday, July 7, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	15.35
$α$	0.0239	10.29
$β$	0.9646	745.46
$γ$	0.0121	3.17

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts