V-Lab: British Pound MF2-GARCH Volatility Analysis

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V-Lab

British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 1st, 2023:2.81% (-8.40%)

Analysis last updated: Thursday, November 30, 2023 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7288	7288050.00
$β$	0.0212	211950.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.3020	11.61
$λ_{2}$	0.9640	14.78
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 24, 2023

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