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, December 23rd, 2024:8.18% (-0.13%)

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
$ω$	1.0551	6.69
$α$	0.0347	6.06
$β$	0.9587	156.86
$γ_{1}$	0.0001	0.66

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

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