V-Lab: Australian Dollar APARCH Volatility Analysis

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V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:7.17% (-0.10%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0031	15.58
$α$	0.0319	20.50
$β$	0.9625	725.89
$γ$	0.2753	15.16
$δ$	1.6919	30.76

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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