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

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V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:8.14% (+0.06%)

Analysis last updated: Thursday, June 1, 2023 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4255	6.94
$α$	0.0214	78.12
$β$	0.9980	3710.06
$ν$	3	114.06

Estimation Period:
Jan 2, 1990 to May 27, 2023