Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.50% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4092 | 3.96 | |
| 0.0265 | 49.94 | |
| 0.9954 | 793.74 | |
| 3.2672 | 21.76 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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