US Dollar to British Pound GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
6.80%
increased by 0.72%
1 Week
6.80%
increased by 0.72%
1 Month
6.81%
increased by 0.73%
Analysis last updated: Friday, June 19, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 12.46 | |
| 0.0344 | 13.39 | |
| 0.9673 | 701.45 | |
| -0.0169 | -4.21 |
Estimation Period:
Jan 1, 2000 to Jun 19, 2026
Jan 1, 2000 to Jun 19, 2026
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