Australian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.12% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0466 | 7.21 | |
| 0.0353 | 6.26 | |
| 0.9576 | 157.55 | |
| 0.0001 | 0.62 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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