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V-Lab
V-Lab
Australian Dollar GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:5.75% (-0.04%)
Analysis last updated: Wednesday, December 17, 2025 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Dollar GARCH
paramt-stat
ω0.002417.72
α0.034524.62
β0.9582632.86
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts