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 Monday, May 25th, 2026
1 Day
5.28%
decreased by 0.07%
1 Week
56.67%
increased by 51.32%
1 Month
3,248,409.64%
increased by 3,248,404.29%
Analysis last updated: Sunday, May 24, 2026 at 02:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7352 | 7,351,600.00 | |
| 0.0148 | 148,400.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0199 | 34.99 | |
| 0.9855 | 1,612.85 | |
| 0.0000 | 0.01 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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