Australian Dollar AGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:9.67% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 12.73 | |
| 0.0358 | 29.63 | |
| 0.9547 | 719.47 | |
| 0.1444 | 12.36 |
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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