Australian Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.10% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0415 | 5.99 | |
| 0.0353 | 6.26 | |
| 0.9576 | 157.83 | |
| 0.0000 | 0.07 |
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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