British Pound MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 1st, 2026
1 Day
11.13%
increased by 6.57%
1 Week
58.87%
increased by 54.31%
1 Month
223,795.60%
increased by 223,791.04%
Analysis last updated: Tuesday, March 31, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7288 | 7,288,050.00 | |
| 0.0212 | 211,950.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0203 | 8.16 | |
| 0.9832 | 29.32 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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