Australian Dollar APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:7.82% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 15.64 | |
| 0.0334 | 21.03 | |
| 0.9611 | 708.28 | |
| 0.2468 | 14.46 | |
| 1.6986 | 30.57 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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