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	param	t-stat
$ω$	0.0026	14.68
$α$	0.0174	14.36
$β$	0.9612	758.05
$γ$	0.0255	8.98

V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 19th, 2026:9.09% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses