British Pound GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:6.94% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3914 | 6.37 | |
| 0.0208 | 79.54 | |
| 0.9979 | 3,128.15 | |
| 2.7956 | 95.52 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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