V-Lab: Australian Dollar APARCH Volatility Analysis

Skip to main content

V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:5.95% (+0.03%)

Analysis last updated: Friday, December 12, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0031	15.53
$α$	0.0320	20.56
$β$	0.9625	728.06
$γ$	0.2721	15.12
$δ$	1.6958	30.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts