V-Lab: British Pound GJR-GARCH Volatility Analysis

Skip to main content

V-Lab

British Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:5.99% (-0.08%)

Analysis last updated: Monday, October 13, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	15.37
$α$	0.0236	10.27
$β$	0.9649	751.50
$γ$	0.0120	3.18

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts