Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
9.19%
decreased by 0.23%
1 Week
9.20%
decreased by 0.22%
1 Month
9.23%
decreased by 0.19%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 0.4089 | 3.94 | |
| 0.0265 | 49.51 | |
| 0.9953 | 781.25 | |
| 3.2714 | 21.38 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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