V-Lab: British Pound GAS-GARCH Student T Volatility Analysis

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:8.06% (+0.35%)

Analysis last updated: Wednesday, June 18, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4000	6.45
$α$	0.0210	79.55
$β$	0.9979	3,208.66
$ν$	2.7846	99.10

Estimation Period:
Jan 2, 1990 to Jun 13, 2025