AUSTRALIAN DOLLAR GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 27: 11.40% (+0.52)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (AUD): $0.97 Return: -1.01% 1 Week Pred: 11.39%
Avg Week Vol: 11.12% Avg Month Vol: 10.34% 1 Month Pred: 11.34%
Min Vol: 5.54% Max Vol: 58.55% 6 Months Pred: 11.11%
Avg Vol: 11.8% Vol of Vol: 14.8% 1 Year Pred: 10.97%