US Dollar to Australian Dollar EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
7.84%
decreased by 0.16%
1 Week
7.92%
decreased by 0.08%
1 Month
8.22%
increased by 0.22%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0037 | -6.34 | |
| 0.0776 | 25.47 | |
| 0.9904 | 1,528.46 | |
| 0.0236 | 10.98 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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