V-Lab: Australian Dollar MF2-GARCH Volatility Analysis

V-Lab

Australian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:6.51% (-0.99%)

Analysis last updated: Friday, August 29, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0090	2.10
$λ_{2}$	0.1078	32.12
$λ_{3}$	0.8922	81.43

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts