V-Lab: Australian Dollar APARCH Volatility Analysis

V-Lab

Australian Dollar APARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:11.98% (-0.03%)

Analysis last updated: Thursday, April 24, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0029	15.11
$α$	0.0315	19.94
$β$	0.9626	726.52
$γ$	0.2570	14.66
$δ$	1.7500	30.27

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts