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V-Lab
V-Lab
Australian Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:8.45% (+0.07%)
Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Dollar AGARCH
paramt-stat
ω0.002211.44
α0.035029.28
β0.9556728.32
γ0.157313.23
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts