US Dollar to British Pound AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.78%
increased by 0.06%
1 Week
5.79%
increased by 0.07%
1 Month
5.87%
increased by 0.15%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 8.39 | |
| 0.0276 | 21.00 | |
| 0.9651 | 665.11 | |
| -0.1134 | -7.81 |
Estimation Period:
Jan 1, 2000 to Jun 12, 2026
Jan 1, 2000 to Jun 12, 2026
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