British Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:5.79% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1756 | 8.23 | |
| 0.0312 | 6.06 | |
| 0.9622 | 172.46 | |
| 0.0006 | 1.78 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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