US Dollar to British Pound GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.57%
decreased by 0.04%
1 Week
5.59%
decreased by 0.02%
1 Month
5.68%
increased by 0.07%
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 | |
|---|---|---|
| 0.0013 | 15.35 | |
| 0.0290 | 21.10 | |
| 0.9644 | 650.73 |
Estimation Period:
Jan 1, 2000 to Jun 12, 2026
Jan 1, 2000 to Jun 12, 2026
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