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

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V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:8.67% (+0.47%)

Analysis last updated: Tuesday, February 4, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4107	4.10
$α$	0.0264	51.53
$β$	0.9956	871.04
$ν$	3	22.74

Estimation Period:
Jan 2, 1990 to Jan 31, 2025