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	param	t-stat
$ω$	-0.0051	-8.55
$α$	0.0808	25.81
$β$	0.9895	1,601.08
$γ$	-0.0235	-10.73

V-Lab

Australian Dollar EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:7.68% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses