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

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British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:7.45% (-0.16%)

Analysis last updated: Monday, October 13, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3931	6.39
$α$	0.0208	79.57
$β$	0.9979	3,157.86
$ν$	2.7961	95.83

Estimation Period:
Jan 2, 1990 to Oct 10, 2025