Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:9.46% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4079 | 3.96 | |
| 0.0263 | 50.15 | |
| 0.9954 | 796.30 | |
| 3.2658 | 21.77 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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