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

V-Lab

|

V-Lab

British Pound GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:11.53% (-0.22%)

Analysis last updated: Friday, January 27, 2023, 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4409	7.33
$α$	0.0214	77.66
$β$	0.9981	4247.31
$ν$	3	124.70

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