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 Wednesday, January 15th, 2025:8.97% (+0.12%)

Analysis last updated: Tuesday, January 14, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4054	6.56
$α$	0.0212	79.34
$β$	0.9979	3326.40
$ν$	3	102.55

Estimation Period:
Jan 2, 1990 to Jan 10, 2025