Australian Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.72%
decreased by 0.05%
1 Week
7.74%
decreased by 0.03%
1 Month
7.80%
increased by 0.03%
Analysis last updated: Friday, June 12, 2026 at 08:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 14.57 | |
| 0.0169 | 14.35 | |
| 0.9615 | 766.71 | |
| 0.0258 | 9.23 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other Australian Dollar Analyses
Other GJR-GARCH Analyses on Currencies