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 26th, 2024:8.47% (-0.10%)

Analysis last updated: Thursday, April 25, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0029	14.89
$α$	0.0321	19.86
$β$	0.9624	711.87
$γ$	0.2433	14.13
$δ$	1.7322	30.19

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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Volatility Forecasts

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