British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.31%
decreased by 0.16%
1 Week
7.33%
decreased by 0.14%
1 Month
7.38%
decreased by 0.09%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3863 | 6.12 | |
| 0.0210 | 80.15 | |
| 0.9978 | 2,858.98 | |
| 2.7928 | 89.99 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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