Australian Dollar GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:9.42% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 18.07 | |
| 0.0350 | 25.06 | |
| 0.9575 | 632.87 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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