V-Lab: British Pound GAS-GARCH Student T Volatility Analysis

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V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:6.51% (+0.16%)

Analysis last updated: Friday, April 19, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4134	6.62
$α$	0.0213	79.35
$β$	0.9979	3348.73
$ν$	3	108.42

Estimation Period:
Jan 2, 1990 to Apr 19, 2024