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

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:8.14% (+0.10%)

Analysis last updated: Friday, July 11, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3994	6.45
$α$	0.0210	79.67
$β$	0.9979	3,208.66
$ν$	2.7846	98.92

Estimation Period:
Jan 2, 1990 to Jul 11, 2025