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V-Lab
V-Lab
Australian Dollar AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:5.92% (+0.27%)
Analysis last updated: Tuesday, December 16, 2025 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Dollar AGARCH
paramt-stat
ω0.002111.41
α0.035029.39
β0.9557732.92
γ0.155613.11
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts