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

Skip to main content

V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:6.83% (+0.21%)

Analysis last updated: Friday, December 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4071	4.03
$α$	0.0261	51.51
$β$	0.9956	844.41
$ν$	3.2703	22.63

Estimation Period:
Jan 2, 1990 to Dec 12, 2025