V-Lab
US Dollar to British Pound GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 19th, 2026
1 Day
34.03%
decreased by 3.94%
1 Week
37.42%
decreased by 0.55%
1 Month
38.03%
increased by 0.06%
Analysis last updated: Tuesday, August 18, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 2000 to Aug 14, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.02 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.7976 | 50.48*** |
α ARCH Response to squared shocks | 0.1507 | 38.66*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
ν DF Student-t tail thickness | 2.0187 | 630.45*** |
Persistence:
0.000
Half-life:
-
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