V-Lab: British Pound Spline-GARCH Volatility Analysis

V-Lab

British Pound Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:6.29% (-0.08%)

Analysis last updated: Thursday, July 17, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1904	8.30
$α$	0.0316	6.05
$β$	0.9616	169.78
$γ_{1}$	0.0006	1.97

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Volatility Forecasts