V-Lab
V-Lab
Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:9.59% (-0.10%)

Analysis last updated: Sunday, January 29, 2023, 01:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Dollar GJR-GARCH
paramt-stat
ω0.002413.67
α0.017313.78
β0.9617733.58
γ0.02589.14
Estimation Period:
Jan 2, 1990 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts