V-Lab: Australian Dollar EGARCH Volatility Analysis

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V-Lab

Australian Dollar EGARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:7.48% (+0.05%)

Analysis last updated: Monday, November 10, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0049	-8.38
$α$	0.0792	25.29
$β$	0.9897	1,593.72
$γ$	-0.0246	-11.28

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts