Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:7.93% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4099 | 4.02 | |
| 0.0261 | 51.03 | |
| 0.9955 | 834.46 | |
| 3.2678 | 22.46 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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