British Pound Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:5.79% (-0.09%)
Parameter Estimates
param | t-stat | |
---|---|---|
1.0430 | 8.22 | |
0.0309 | 6.17 | |
0.9635 | 181.85 | |
0.0001 | 0.63 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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