US Dollar to Australian Dollar AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.08%
increased by 0.19%
1 Week
8.10%
increased by 0.21%
1 Month
8.17%
increased by 0.28%
Analysis last updated: Friday, June 12, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 10.06 | |
| 0.0332 | 27.91 | |
| 0.9582 | 686.37 | |
| -0.1583 | -12.98 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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