Australian Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
7.56%
decreased by 0.12%
1 Week
7.58%
decreased by 0.10%
1 Month
7.66%
decreased by 0.02%
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 | |
|---|---|---|
| 1.0412 | 6.07 | |
| 0.0352 | 6.30 | |
| 0.9576 | 158.76 | |
| 0.0000 | 0.09 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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