V-Lab
US Dollar to British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, September 29th, 2026
1 Day
15.22%
increased by 1.64%
1 Week
17.68%
increased by 4.10%
1 Month
18.32%
increased by 4.74%
Analysis last updated: Monday, September 28, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 2000 to Sep 25, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.07 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
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Unreliable tails: v = 2.07 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.3607 | 0.01 |
| αARCH | 0.1783 | 0.00 |
| βGARCH | 0.2694 | 0.00 |
| νDF | 2.0734 | 0.05 |
0.269
Persistence1d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.3607 | 0.01 |
α ARCH Response to squared shocks | 0.1783 | 0.00 |
β GARCH Volatility persistence | 0.2694 | 0.00 |
ν DF Student-t tail thickness | 2.0734 | 0.05 |
Persistence:
0.269
Half-life:
1 days
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