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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7736	0.00
α ARCH Response to squared shocks	0.4647	0.00
β GARCH Volatility persistence	0.8565	0.01
ν DF Student-t tail thickness	3.4180	0.00

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US Dollar to British Pound GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to British Pound Analyses