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

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V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:8.27% (-0.18%)

Analysis last updated: Sunday, December 3, 2023 at 02:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4211	6.75
$α$	0.0213	78.76
$β$	0.9980	3489.36
$ν$	3	110.27

Estimation Period:
Jan 2, 1990 to Dec 1, 2023