V-Lab: British Pound MF2-GARCH Volatility Analysis

V-Lab

British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:1.40% (-5.55%)

Analysis last updated: Friday, August 29, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7321	7,320,530.00
$β$	0.0179	179,470.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	1.8313	12.18
$λ_{2}$	0.7952	13.25
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

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Volatility Forecasts

Volatility Forecasts