US Dollar to British Pound MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 29th, 2026
1 Day
0.88%
decreased by 1.49%
1 Week
0.56%
decreased by 1.81%
1 Month
0.28%
decreased by 2.09%
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 | |
|---|---|---|
| 66 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0188 | 188,450.00 | |
| 0.0002 | 2,290.00 | |
| 0.5349 | 5,348,920.00 |
Estimation Period:
Jan 1, 2000 to May 22, 2026
Jan 1, 2000 to May 22, 2026
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