British Pound GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:5.89% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3911 | 6.39 | |
| 0.0210 | 80.03 | |
| 0.9979 | 3,167.92 | |
| 2.7854 | 98.60 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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