Australian Dollar EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
8.18%
decreased by 0.07%
1 Week
8.25%
increased by 0.00%
1 Month
8.53%
increased by 0.28%
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 | |
|---|---|---|
| -0.0051 | -8.61 | |
| 0.0808 | 26.09 | |
| 0.9894 | 1,603.60 | |
| -0.0236 | -10.84 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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