V-Lab: Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:8.35% (-0.07%)

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
$ω$	1.0498	6.47
$α$	0.0349	6.02
$β$	0.9586	155.32
$γ_{1}$	0.0001	0.56

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

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