Australian Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:5.73% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 17.74 | |
| 0.0345 | 24.72 | |
| 0.9581 | 634.53 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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