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

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V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:9.10% (-0.06%)

Analysis last updated: Friday, September 22, 2023 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4207	4.18
$α$	0.0271	52.62
$β$	0.9957	913.48
$ν$	3	23.79

Estimation Period:
Jan 2, 1990 to Sep 22, 2023