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

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:8.46% (+0.10%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4040	6.48
$α$	0.0211	79.84
$β$	0.9979	3,239.93
$ν$	2.7768	101.18

Estimation Period:
Jan 2, 1990 to Apr 18, 2025