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 Wednesday, April 24th, 2024:8.20% (+0.01%)

Analysis last updated: Tuesday, April 23, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4228	4.12
$α$	0.0267	52.75
$β$	0.9956	887.39
$ν$	3	24.24

Estimation Period:
Jan 2, 1990 to Apr 19, 2024