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	param	t-stat
$ω$	1.0461	7.18
$α$	0.0354	6.28
$β$	0.9575	157.66
$γ_{1}$	0.0001	0.59

V-Lab

Australian Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 20th, 2026:9.93% (+0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses