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

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:8.66% (-0.03%)

Analysis last updated: Friday, May 30, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4025	6.48
$α$	0.0210	79.63
$β$	0.9979	3,239.94
$ν$	2.7827	100.08

Estimation Period:
Jan 2, 1990 to May 30, 2025