Australian Dollar AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
7.96%
decreased by 0.12%
1 Week
7.98%
decreased by 0.10%
1 Month
8.06%
decreased by 0.02%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 12.55 | |
| 0.0355 | 29.79 | |
| 0.9549 | 724.52 | |
| 0.1467 | 12.52 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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