Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
9.75%
decreased by 0.20%
1 Week
9.75%
decreased by 0.20%
1 Month
9.77%
decreased by 0.18%
Analysis last updated: Wednesday, April 22, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4109 | 3.95 | |
| 0.0266 | 49.75 | |
| 0.9953 | 791.21 | |
| 3.2754 | 21.56 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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