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	param	t-stat
$ω$	0.0025	14.65
$α$	0.0173	14.32
$β$	0.9613	759.32
$γ$	0.0255	9.00

V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:8.86% (+0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses