Australian Dollar APARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
7.95%
decreased by 0.08%
1 Week
7.98%
decreased by 0.05%
1 Month
8.08%
increased by 0.05%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 15.75 | |
| 0.0331 | 21.29 | |
| 0.9613 | 719.01 | |
| 0.2521 | 14.74 | |
| 1.6973 | 30.66 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other Australian Dollar Analyses
Other APARCH Analyses on Currencies