British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:6.16% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.35 | |
| 0.0236 | 10.44 | |
| 0.9652 | 763.60 | |
| 0.0117 | 3.13 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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