V-Lab: Australian Dollar GJR-GARCH Volatility Analysis

V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:8.76% (-0.13%)

Analysis last updated: Friday, May 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	13.72
$α$	0.0156	13.41
$β$	0.9629	772.17
$γ$	0.0265	9.56

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts