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

V-Lab

British Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.68% (-0.10%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0403	8.13
$α$	0.0312	6.18
$β$	0.9632	180.71
$γ_{1}$	0.0001	0.56

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts