V-Lab: British Pound MF2-GARCH Volatility Analysis

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British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:-0.00% (-7.21%)

Analysis last updated: Friday, December 12, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7396	7,396,090.00
$β$	0.0104	103,910.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0200	6.98
$λ_{2}$	0.9848	28.41
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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