Australian Dollar APARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:5.79% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 15.56 | |
| 0.0321 | 20.70 | |
| 0.9625 | 730.82 | |
| 0.2718 | 15.13 | |
| 1.6943 | 30.86 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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