US Dollar to British Pound GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.87% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4477 | 4.40 | |
| 0.0174 | 65.69 | |
| 0.9967 | 1,361.55 | |
| 2.3678 | 89.32 |
Estimation Period:
Jan 1, 2000 to Feb 20, 2026
Jan 1, 2000 to Feb 20, 2026
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