V-Lab: Australian Dollar GARCH Volatility Analysis

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V-Lab

Australian Dollar GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:8.03% (-0.10%)

Analysis last updated: Friday, October 17, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0025	17.86
$α$	0.0346	24.52
$β$	0.9580	627.76

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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