British Pound GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.86%
decreased by 0.07%
1 Week
5.88%
decreased by 0.05%
1 Month
5.96%
increased by 0.03%
Analysis last updated: Monday, July 6, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 15.34 | |
| 0.0232 | 10.57 | |
| 0.9654 | 773.56 | |
| 0.0118 | 3.24 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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