British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.69% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.36 | |
| 0.0236 | 10.43 | |
| 0.9652 | 761.76 | |
| 0.0116 | 3.11 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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