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 Monday, March 24th, 2025:8.90% (+0.34%)

Analysis last updated: Friday, March 21, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4124	4.09
$α$	0.0263	51.51
$β$	0.9956	868.76
$ν$	3.2942	22.80

Estimation Period:
Jan 2, 1990 to Mar 21, 2025