US Dollar to British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
26.23%
increased by 4.66%
1 Week
23.67%
increased by 2.10%
1 Month
22.90%
increased by 1.33%
Analysis last updated: Friday, October 16, 2026 at 07:57 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 2000 to Oct 16, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.06 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 = 2.06 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 2.0372 | 0.00 |
| αARCH | 0.1783 | 0.00 |
| βGARCH | 0.2552 | 0.00 |
| νDF | 2.0579 | 0.03 |
0.255
Persistence1d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.0372 | 0.00 |
α ARCH Response to squared shocks | 0.1783 | 0.00 |
β GARCH Volatility persistence | 0.2552 | 0.00 |
ν DF Student-t tail thickness | 2.0579 | 0.03 |
Persistence:
0.255
Half-life:
1 days
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