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

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:7.93% (-0.18%)

Analysis last updated: Friday, August 29, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3955	6.42
$α$	0.0209	79.46
$β$	0.9979	3,177.99
$ν$	2.7935	96.85

Estimation Period:
Jan 2, 1990 to Aug 29, 2025