British Pound EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.61%
decreased by 0.09%
1 Week
5.68%
decreased by 0.02%
1 Month
5.96%
increased by 0.26%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0039 | -6.54 | |
| 0.0778 | 25.24 | |
| 0.9922 | 2,084.37 | |
| -0.0136 | -5.65 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other British Pound Analyses
Other EGARCH Analyses on Currencies