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	param	t-stat
$ω$	0.0024	13.88
$α$	0.0157	13.56
$β$	0.9625	779.34
$γ$	0.0268	9.67

V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 28th, 2026:6.00% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses