British Pound GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:5.80% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3911 | 6.42 | |
| 0.0210 | 80.09 | |
| 0.9979 | 3,198.41 | |
| 2.7881 | 99.05 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
Other British Pound Analyses
Other GAS-GARCH Student T Analyses on Currencies