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	param	t-stat
$ω$	-0.0051	-8.53
$α$	0.0812	25.80
$β$	0.9894	1,595.84
$γ$	-0.0233	-10.66

V-Lab

Australian Dollar EGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:7.96% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses