British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
7.36%
decreased by 0.15%
1 Week
7.38%
decreased by 0.13%
1 Month
7.43%
decreased by 0.08%
Analysis last updated: Monday, May 4, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3868 | 6.13 | |
| 0.0210 | 80.33 | |
| 0.9978 | 2,858.97 | |
| 2.7945 | 89.91 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
Other British Pound Analyses
Other GAS-GARCH Student T Analyses on Currencies