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	param	t-stat
$ω$	0.0024	13.74
$α$	0.0157	13.54
$β$	0.9625	781.91
$γ$	0.0269	9.73

V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, January 8th, 2026:5.66% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses