Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
7.58%
decreased by 0.12%
1 Week
7.61%
decreased by 0.09%
1 Month
7.72%
increased by 0.02%
Analysis last updated: Monday, July 6, 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 | |
|---|---|---|
| 0.4048 | 3.92 | |
| 0.0265 | 49.08 | |
| 0.9953 | 766.77 | |
| 3.2726 | 21.00 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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