US Dollar to British Pound GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
6.28%
increased by 0.16%
1 Week
6.29%
increased by 0.17%
1 Month
6.32%
increased by 0.20%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 12.44 | |
| 0.0344 | 13.38 | |
| 0.9673 | 700.92 | |
| -0.0167 | -4.17 |
Estimation Period:
Jan 1, 2000 to May 22, 2026
Jan 1, 2000 to May 22, 2026
Other GJR-GARCH Analyses on Currencies