Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.47% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4098 | 4.03 | |
| 0.0261 | 51.34 | |
| 0.9955 | 841.54 | |
| 3.2670 | 22.65 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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