V-Lab: Australian Dollar GJR-GARCH Volatility Analysis

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V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 4th, 2025:6.38% (-0.01%)

Analysis last updated: Wednesday, December 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	13.78
$α$	0.0155	13.37
$β$	0.9627	779.49
$γ$	0.0268	9.72

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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