V-Lab: Australian Dollar APARCH Volatility Analysis

V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:6.36% (+0.13%)

Analysis last updated: Friday, September 12, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0031	15.58
$α$	0.0320	20.48
$β$	0.9625	723.68
$γ$	0.2751	15.17
$δ$	1.6925	30.78

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts