British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:5.16% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.09 | |
| 0.0237 | 10.39 | |
| 0.9651 | 759.94 | |
| 0.0118 | 3.14 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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