V-Lab: US Dollar to British Pound MF2-GARCH Volatility Analysis

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V-Lab

US Dollar to British Pound MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:1.43% (-6.10%)

Analysis last updated: Thursday, May 9, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7499	7498870.00
$β$	0.0001	1130.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.1435	1434630.00
$λ_{2}$	0.0049	48710.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 1, 2000 to May 3, 2024

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