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	param	t-stat
$ω$	0.0025	14.64
$α$	0.0174	14.31
$β$	0.9612	755.10
$γ$	0.0254	8.97

V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:7.86% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses