V-Lab: Australian Dollar APARCH Volatility Analysis

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V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:8.15% (+0.04%)

Analysis last updated: Monday, October 13, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0031	15.62
$α$	0.0319	20.48
$β$	0.9625	724.79
$γ$	0.2757	15.19
$δ$	1.6930	30.80

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts