V-Lab: British Pound MF2-GARCH Volatility Analysis

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British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:3.74% (-0.08%)

Analysis last updated: Monday, October 13, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7280	7,280,380.00
$β$	0.0220	219,620.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.2926	9.64
$λ_{2}$	0.9551	11.44
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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