V-Lab: British Pound MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:6.01% (-13.20%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7197	7197260.00
$β$	0.0303	302740.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0200	24.95
$λ_{2}$	0.9880	100.04
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts