US Dollar to Australian Dollar GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:8.51% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 15.45 | |
| 0.0331 | 23.69 | |
| 0.9602 | 605.02 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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