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

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Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:7.40% (-0.18%)

Analysis last updated: Sunday, November 23, 2025 at 01:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4083	4.02
$α$	0.0260	51.04
$β$	0.9955	837.99
$ν$	3.2711	22.43

Estimation Period:
Jan 2, 1990 to Nov 21, 2025