US Dollar to Australian Dollar EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:8.18% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0036 | -6.20 | |
| 0.0780 | 25.14 | |
| 0.9905 | 1,523.79 | |
| 0.0233 | 10.81 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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