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, January 30th, 2023:11.53% (+0.04%)

Analysis last updated: Sunday, January 29, 2023, 02:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4271	4.24
$α$	0.0274	53.60
$β$	0.9958	948.34
$ν$	3	24.85

Estimation Period:
Jan 2, 1990 to Jan 28, 2023