V-Lab: Australian Dollar EGARCH Volatility Analysis

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V-Lab

Australian Dollar EGARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:7.16% (0.00%)

Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0049	-8.38
$α$	0.0793	25.30
$β$	0.9897	1,591.13
$γ$	-0.0247	-11.29

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts