V-Lab
V-Lab
Australian Dollar GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:7.14% (-0.07%)
Analysis last updated: Tuesday, July 15, 2025 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Dollar GARCH
paramt-stat
ω0.002517.78
α0.034524.38
β0.9581626.61
Estimation Period:
Jan 2, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts