Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:6.11% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4071 | 4.03 | |
| 0.0261 | 51.96 | |
| 0.9956 | 850.92 | |
| 3.2673 | 22.91 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
Other Australian Dollar Analyses
Other GAS-GARCH Student T Analyses on Currencies