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

V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:9.23% (+0.28%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4164	4.06
$α$	0.0263	51.73
$β$	0.9956	858.25
$ν$	3.2635	23.25

Estimation Period:
Jan 2, 1990 to May 9, 2025