Australian Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.14% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 18.08 | |
| 0.0350 | 24.94 | |
| 0.9575 | 629.10 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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