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

V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:8.93% (-0.22%)

Analysis last updated: Friday, May 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4153	4.05
$α$	0.0262	51.64
$β$	0.9956	855.30
$ν$	3.2646	23.13

Estimation Period:
Jan 2, 1990 to May 30, 2025