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

V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:8.12% (+0.21%)

Analysis last updated: Friday, July 11, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4130	4.04
$α$	0.0262	51.47
$β$	0.9955	846.55
$ν$	3.2631	22.94

Estimation Period:
Jan 2, 1990 to Jul 11, 2025