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 24th, 2025:5.53% (-0.07%)

Analysis last updated: Sunday, November 23, 2025 at 01:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0012	15.36
$α$	0.0237	10.33
$β$	0.9651	755.74
$γ$	0.0117	3.11

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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