Australian Dollar GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
8.42%
decreased by 0.15%
1 Week
8.44%
decreased by 0.13%
1 Month
8.48%
decreased by 0.09%
Analysis last updated: Tuesday, May 12, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 18.13 | |
| 0.0348 | 25.13 | |
| 0.9577 | 636.80 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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