V-Lab: British Pound Zero Slope Spline-GARCH Volatility Analysis

V-Lab

British Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:6.70% (-0.07%)

Analysis last updated: Friday, May 30, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0419	8.12
$α$	0.0312	6.18
$β$	0.9631	180.33
$γ_{1}$	0.0001	0.58

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts