V-Lab
V-Lab
Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:8.67% (-0.13%)

Analysis last updated: Sunday, December 3, 2023 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Dollar GJR-GARCH
paramt-stat
ω0.002413.80
α0.017313.89
β0.9624748.35
γ0.02488.95
Estimation Period:
Jan 2, 1990 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts