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 Wednesday, November 26th, 2025:6.21% (-0.12%)

Analysis last updated: Tuesday, November 25, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3900	6.37
$α$	0.0209	79.59
$β$	0.9979	3,128.15
$ν$	2.7952	95.64

Estimation Period:
Jan 2, 1990 to Nov 21, 2025