Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.23%
decreased by 0.18%
1 Week
8.25%
decreased by 0.16%
1 Month
8.33%
decreased by 0.08%
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 | |
|---|---|---|
| 0.4063 | 3.92 | |
| 0.0265 | 49.13 | |
| 0.9953 | 769.14 | |
| 3.2704 | 21.13 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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