Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:6.73% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4071 | 4.04 | |
| 0.0261 | 52.40 | |
| 0.9956 | 859.03 | |
| 3.2658 | 23.14 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
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