British Pound GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:8.58% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3877 | 6.16 | |
| 0.0211 | 79.72 | |
| 0.9978 | 2,892.15 | |
| 2.8011 | 89.82 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
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