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

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:8.18% (+0.29%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4033	6.47
$α$	0.0210	79.61
$β$	0.9979	3,229.44
$ν$	2.7746	101.26

Estimation Period:
Jan 2, 1990 to May 9, 2025