V-Lab: Australian Dollar GJR-GARCH Volatility Analysis

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V-Lab

Australian Dollar GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:8.20% (-0.07%)

Analysis last updated: Friday, October 17, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0025	13.83
$α$	0.0154	13.30
$β$	0.9625	775.58
$γ$	0.0272	9.83

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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