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

V-Lab

Australian Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:8.08% (+0.14%)

Analysis last updated: Friday, August 29, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4112	4.04
$α$	0.0261	51.31
$β$	0.9955	845.11
$ν$	3.2684	22.72

Estimation Period:
Jan 2, 1990 to Aug 29, 2025