V-Lab: British Pound MF2-GARCH Volatility Analysis

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British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:5.22% (-14.90%)

Analysis last updated: Thursday, October 30, 2025 at 11:27 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
$λ_{1}$	0.0203	6.87
$λ_{2}$	0.9832	26.83
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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