V-Lab: British Pound MF2-GARCH Volatility Analysis

V-Lab

British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:4.52% (+0.14%)

Analysis last updated: Monday, June 30, 2025 at 07:04 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	43.35
$λ_{2}$	0.9833	983,316.00
$λ_{3}$	0.0000	0.01

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts