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	param	t-stat
$ω$	1.0356	5.80
$α$	0.0349	6.20
$β$	0.9582	158.96
$γ_{1}$	-0.0001	-0.12

V-Lab

Australian Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:5.70% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Australian Dollar Analyses