V-Lab: Australian Dollar MF2-GARCH Volatility Analysis

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V-Lab

Australian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:6.70% (-2.04%)

Analysis last updated: Sunday, January 29, 2023, 02:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0522	1.42
$λ_{2}$	1.0000	10.70
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jan 28, 2023

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