British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
7.77%
increased by 0.35%
1 Week
7.79%
increased by 0.37%
1 Month
7.83%
increased by 0.41%
Analysis last updated: Friday, May 1, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3868 | 6.13 | |
| 0.0210 | 80.33 | |
| 0.9978 | 2,858.97 | |
| 2.7945 | 89.91 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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