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

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V-Lab

Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:8.08% (+0.18%)

Analysis last updated: Friday, March 21, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0519	6.77
$α$	0.0343	6.06
$β$	0.9591	158.16
$γ_{1}$	0.0001	0.64

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

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