US Dollar to British Pound GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.52% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 12.48 | |
| 0.0343 | 13.26 | |
| 0.9672 | 691.82 | |
| -0.0164 | -3.99 |
Estimation Period:
Jan 1, 2000 to Feb 13, 2026
Jan 1, 2000 to Feb 13, 2026
News Impact Curve
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