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	param	t-stat
$ω$	1.0545	7.08
$α$	0.0349	6.20
$β$	0.9582	158.46
$γ_{1}$	0.0001	0.71

V-Lab

Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 21st, 2026:5.83% (+0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses