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

V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:8.14% (-0.10%)

Analysis last updated: Monday, June 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4142	4.04
$α$	0.0262	51.52
$β$	0.9955	847.27
$ν$	3.2627	23.00

Estimation Period:
Jan 2, 1990 to Jun 27, 2025