British Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
6.29%
decreased by 0.06%
1 Week
6.31%
decreased by 0.04%
1 Month
6.37%
increased by 0.02%
Analysis last updated: Friday, April 24, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.47 | |
| 0.0234 | 10.52 | |
| 0.9652 | 767.82 | |
| 0.0120 | 3.25 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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