Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:7.68% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 14.56 | |
| 0.0171 | 14.22 | |
| 0.9614 | 760.04 | |
| 0.0255 | 9.04 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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