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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0013	12.41***
α ARCH Response to squared shocks	0.0342	13.38***
β GARCH Volatility persistence	0.9674	705.13***
γ leverage Additional response to negative shocks	-0.0167	-4.18***

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US Dollar to British Pound GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to British Pound Analyses