V-Lab
V-Lab
British Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:8.30% (-0.13%)

Analysis last updated: Sunday, January 29, 2023, 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of British Pound SGARCH
paramt-stat
ω1.30718.89
α0.03395.77
β0.9577145.03
γ10.00133.38
Estimation Period:
Jan 2, 1990 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts