V-Lab: Australian Dollar GAS-GARCH Student T Volatility Analysis

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V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:8.55% (+0.03%)

Analysis last updated: Friday, April 26, 2024 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4226	4.12
$α$	0.0267	52.73
$β$	0.9956	887.39
$ν$	3	24.21

Estimation Period:
Jan 2, 1990 to Apr 26, 2024