V-Lab: Australian Dollar MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Australian Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:2.98% (-26.33%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0341	340950.00
$λ_{2}$	1.0000	9999900.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts