Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
8.33%
decreased by 0.21%
1 Week
8.35%
decreased by 0.19%
1 Month
8.42%
decreased by 0.12%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4072 | 3.93 | |
| 0.0265 | 49.24 | |
| 0.9953 | 773.33 | |
| 3.2704 | 21.21 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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