V-Lab: British Pound GJR-GARCH Volatility Analysis

V-Lab

British Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:6.44% (+0.59%)

Analysis last updated: Wednesday, June 18, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	15.39
$α$	0.0240	10.30
$β$	0.9645	742.49
$γ$	0.0120	3.16

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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Volatility Forecasts

Volatility Forecasts