British Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.72%
decreased by 0.07%
1 Week
5.74%
decreased by 0.05%
1 Month
5.82%
increased by 0.03%
Analysis last updated: Monday, July 6, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0434 | 8.38 | |
| 0.0304 | 6.22 | |
| 0.9640 | 186.07 | |
| 0.0001 | 0.67 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
Other British Pound Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies