V-Lab: Australian Dollar GJR-GARCH Volatility Analysis

V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:10.25% (+0.07%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	13.65
$α$	0.0156	13.46
$β$	0.9631	774.16
$γ$	0.0263	9.49

Estimation Period:
Jan 2, 1990 to May 9, 2025

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