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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0013	12.49***
α ARCH Response to squared shocks	0.0342	13.36***
β GARCH Volatility persistence	0.9674	703.04***
γ leverage Additional response to negative shocks	-0.0166	-4.16***

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US Dollar to British Pound GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to British Pound Analyses