British Pound GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
5.91%
decreased by 0.08%
1 Week
5.93%
decreased by 0.06%
1 Month
6.00%
increased by 0.01%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.37 | |
| 0.0233 | 10.57 | |
| 0.9653 | 771.63 | |
| 0.0119 | 3.26 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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