British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.21%
decreased by 0.13%
1 Week
6.23%
decreased by 0.11%
1 Month
6.31%
decreased by 0.03%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3847 | 6.10 | |
| 0.0211 | 80.43 | |
| 0.9978 | 2,826.56 | |
| 2.7872 | 90.54 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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