V-Lab: British Pound GJR-GARCH Volatility Analysis

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V-Lab

British Pound GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:5.93% (-0.08%)

Analysis last updated: Sunday, November 2, 2025 at 01:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	15.30
$α$	0.0236	10.28
$β$	0.9650	753.33
$γ$	0.0119	3.16

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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