V-Lab: Australian Dollar APARCH Volatility Analysis

V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:7.31% (-0.11%)

Analysis last updated: Wednesday, July 2, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0031	15.55
$α$	0.0321	20.48
$β$	0.9625	720.94
$γ$	0.2730	15.10
$δ$	1.6894	30.70

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts