V-Lab: British Pound MF2-GARCH Volatility Analysis

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V-Lab

British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:0.00% (-5.05%)

Analysis last updated: Thursday, June 1, 2023 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	3.4492	34492480.00
$λ_{2}$	0.4483	4483410.00
$λ_{3}$	0.0532	532130.00

Estimation Period:
Jan 2, 1990 to May 27, 2023

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