V-Lab: Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:10.70% (-0.02%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0398	6.74
$α$	0.0346	6.02
$β$	0.9588	155.62
$γ_{1}$	0.0001	0.45

Estimation Period:
Jan 2, 1990 to May 9, 2025

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Volatility Forecasts