V-Lab: Australian Dollar MF2-GARCH Volatility Analysis

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V-Lab

Australian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:2.09% (-5.87%)

Analysis last updated: Friday, October 17, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0519	1.67
$λ_{2}$	1.0000	12.33
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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