Australian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.13% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0467 | 7.18 | |
| 0.0354 | 6.25 | |
| 0.9574 | 156.83 | |
| 0.0001 | 0.60 |
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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