V-Lab: Australian Dollar GAS-GARCH Student T Volatility Analysis

V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:10.91% (+0.30%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4201	4.07
$α$	0.0264	51.94
$β$	0.9956	867.24
$ν$	3.2655	23.51

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