V-Lab: Australian Dollar AGARCH Volatility Analysis

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V-Lab

Australian Dollar AGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:9.62% (-0.15%)

Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	11.76
$α$	0.0358	28.25
$β$	0.9554	699.43
$γ$	0.1418	11.98

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

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