British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:5.24% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.26 | |
| 0.0236 | 10.34 | |
| 0.9651 | 757.56 | |
| 0.0117 | 3.12 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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