V-Lab: Australian Dollar APARCH Volatility Analysis

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V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:9.60% (-0.16%)

Analysis last updated: Friday, January 27, 2023, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0029	14.76
$α$	0.0323	19.60
$β$	0.9618	698.00
$γ$	0.2459	14.12
$δ$	1.7577	30.39

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

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