British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
6.57%
decreased by 0.08%
1 Week
6.58%
decreased by 0.07%
1 Month
6.66%
increased by 0.01%
Analysis last updated: Monday, July 6, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3851 | 6.09 | |
| 0.0210 | 80.40 | |
| 0.9978 | 2,826.56 | |
| 2.7862 | 90.32 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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