V-Lab: Australian Dollar MF2-GARCH Volatility Analysis

V-Lab

Australian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:6.69% (+0.54%)

Analysis last updated: Friday, July 4, 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	2.24
$λ_{2}$	0.1058	33.05
$λ_{3}$	0.8942	85.31

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts