British Pound Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:4.97% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1565 | 8.04 | |
| 0.0310 | 6.09 | |
| 0.9626 | 175.47 | |
| 0.0005 | 1.45 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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