Australian Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.84% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 12.67 | |
| 0.0358 | 29.43 | |
| 0.9548 | 715.17 | |
| 0.1434 | 12.22 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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