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

V-Lab

Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:8.93% (-0.16%)

Analysis last updated: Friday, May 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0380	6.85
$α$	0.0347	6.04
$β$	0.9585	155.24
$γ_{1}$	0.0001	0.48

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts