Australian Dollar GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
7.61%
decreased by 0.12%
1 Week
7.64%
decreased by 0.09%
1 Month
7.73%
increased by 0.00%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 18.06 | |
| 0.0348 | 25.15 | |
| 0.9577 | 636.33 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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