US Dollar to Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.26%
decreased by 0.20%
1 Week
8.28%
decreased by 0.18%
1 Month
8.37%
decreased by 0.09%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4263 | 3.61 | |
| 0.0256 | 49.66 | |
| 0.9953 | 722.29 | |
| 3.1141 | 22.28 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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