US Dollar to British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
9.33%
increased by 0.27%
1 Week
9.34%
increased by 0.28%
1 Month
9.37%
increased by 0.31%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4434 | 4.31 | |
| 0.0175 | 65.21 | |
| 0.9966 | 1,311.29 | |
| 2.3738 | 84.70 |
Estimation Period:
Jan 1, 2000 to May 22, 2026
Jan 1, 2000 to May 22, 2026
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