V-Lab: Australian Dollar MF2-GARCH Volatility Analysis

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V-Lab

Australian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:1.64% (-4.07%)

Analysis last updated: Thursday, November 6, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	5.0484	37.63
$λ_{2}$	0.0690	36.94
$λ_{3}$	0.4410	27.39

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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