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, June 15th, 2026
1 Day
3.19%
decreased by 0.60%
1 Week
24,200.83%
increased by 24,197.04%
1 Month
947,122,188,526,908,000,000.00%
increased by 947,122,188,526,908,000,000.00%
Analysis last updated: Sunday, June 14, 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 | ||
| 0.7488 | 7,487,690.00 | |
| 0.0012 | 12,310.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0198 | 6.15 | |
| 0.9835 | 30.18 | |
| 0.0016 | 0.04 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other British Pound Analyses
Other MF2-GARCH Analyses on Currencies