Australian Dollar EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.50% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0051 | -8.53 | |
| 0.0812 | 25.65 | |
| 0.9894 | 1,593.27 | |
| -0.0233 | -10.67 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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