V-Lab: Australian Dollar AGARCH Volatility Analysis

V-Lab

Australian Dollar AGARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:7.33% (-0.13%)

Analysis last updated: Thursday, July 10, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	11.52
$α$	0.0350	29.14
$β$	0.9556	726.73
$γ$	0.1561	13.11

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts