US Dollar to Australian Dollar AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:8.07% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 10.16 | |
| 0.0334 | 27.65 | |
| 0.9580 | 678.49 | |
| -0.1554 | -12.73 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Currencies