V-Lab: Australian Dollar APARCH Volatility Analysis

V-Lab

|

V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:8.18% (-0.10%)

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
$ω$	0.0029	14.76
$α$	0.0324	19.70
$β$	0.9621	699.19
$γ$	0.2352	13.74
$δ$	1.7432	30.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts