British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:5.42% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.06 | |
| 0.0235 | 10.37 | |
| 0.9653 | 763.05 | |
| 0.0118 | 3.17 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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