V-Lab: Australian Dollar MF2-GARCH Volatility Analysis

V-Lab

Australian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:0.00% (-5.69%)

Analysis last updated: Friday, April 18, 2025 at 07:11 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
$λ_{1}$	0.1041	18.98
$λ_{2}$	0.3040	812.82
$λ_{3}$	0.2683	80.00

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

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