V-Lab: Australian Dollar APARCH Volatility Analysis

V-Lab

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V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:8.75% (-0.06%)

Analysis last updated: Thursday, April 18, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0029	14.82
$α$	0.0321	19.88
$β$	0.9624	711.33
$γ$	0.2433	14.13
$δ$	1.7317	30.16

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts