V-Lab: British Pound MF2-GARCH Volatility Analysis

V-Lab

British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:2.85% (-6.46%)

Analysis last updated: Friday, April 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7352	7,351,600.00
$β$	0.0148	148,400.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0205	20,468.00
$λ_{2}$	0.9856	9,855,790.00
$λ_{3}$	0.0000	3.33

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

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