British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:5.61% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.44 | |
| 0.0235 | 10.44 | |
| 0.9653 | 764.86 | |
| 0.0116 | 3.12 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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