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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3835	6.12***
α ARCH Response to squared shocks	0.0210	80.75***
β GARCH Volatility persistence	0.9978	2,859.00***
ν DF Student-t tail thickness	2.7857	91.32***

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other British Pound Analyses