British Pound GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:6.46% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3905 | 6.38 | |
| 0.0208 | 79.56 | |
| 0.9979 | 3,138.00 | |
| 2.7908 | 96.61 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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