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

V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:7.84% (-0.15%)

Analysis last updated: Friday, June 20, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4128	4.04
$α$	0.0263	51.42
$β$	0.9955	845.11
$ν$	3.2651	22.94

Estimation Period:
Jan 2, 1990 to Jun 20, 2025