Australian Dollar APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.46% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 15.62 | |
| 0.0333 | 20.92 | |
| 0.9612 | 705.19 | |
| 0.2472 | 14.41 | |
| 1.6988 | 30.57 |
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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