V-Lab: Australian Dollar GJR-GARCH Volatility Analysis

V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:13.86% (-0.21%)

Analysis last updated: Wednesday, April 16, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	13.74
$α$	0.0163	13.67
$β$	0.9627	762.86
$γ$	0.0259	9.27

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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