V-Lab: Australian Dollar AGARCH Volatility Analysis

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V-Lab

Australian Dollar AGARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:7.95% (-0.03%)

Analysis last updated: Friday, September 22, 2023 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0022	12.29
$α$	0.0353	28.19
$β$	0.9560	708.18
$γ$	0.1356	11.44

Estimation Period:
Jan 2, 1990 to Sep 22, 2023

News Impact Curve

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Volatility Forecasts

Volatility Forecasts