V-Lab
V-Lab
British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:8.09% (-0.14%)

Analysis last updated: Sunday, January 29, 2023, 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound GJR-GARCH
paramt-stat
ω0.001415.18
α0.025610.09
β0.9624678.68
γ0.01303.17
Estimation Period:
Jan 2, 1990 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts