Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:7.14% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 13.79 | |
| 0.0154 | 13.31 | |
| 0.9627 | 778.85 | |
| 0.0270 | 9.79 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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