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

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:8.36% (-0.16%)

Analysis last updated: Monday, June 30, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4020	6.48
$α$	0.0210	79.57
$β$	0.9979	3,250.50
$ν$	2.7858	99.60

Estimation Period:
Jan 2, 1990 to Jun 27, 2025