British Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.38%
decreased by 0.09%
1 Week
6.40%
decreased by 0.07%
1 Month
6.45%
decreased by 0.02%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.41 | |
| 0.0233 | 10.57 | |
| 0.9653 | 771.01 | |
| 0.0119 | 3.25 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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