US Dollar to Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:9.23% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4296 | 3.65 | |
| 0.0257 | 50.28 | |
| 0.9954 | 738.95 | |
| 3.1153 | 22.78 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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