Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
10.78%
decreased by 0.11%
1 Week
10.77%
decreased by 0.12%
1 Month
10.75%
decreased by 0.14%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4118 | 3.96 | |
| 0.0267 | 49.74 | |
| 0.9953 | 791.84 | |
| 3.2794 | 21.57 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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