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

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V-Lab

British Pound Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:7.89% (-0.14%)

Analysis last updated: Sunday, January 29, 2023, 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4341	8.70
$α$	0.0344	5.72
$β$	0.9565	140.17
$γ_{1}$	0.0026	3.33
$γ_{2}$	-0.0031	-3.02

Estimation Period:
Jan 2, 1990 to Jan 28, 2023

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Volatility Forecasts

Volatility Forecasts