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V-Lab
V-Lab
Australian Dollar GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:7.05% (-0.07%)
Analysis last updated: Tuesday, October 28, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Dollar GARCH
paramt-stat
ω0.002517.88
α0.034524.53
β0.9581629.49
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts