Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.15% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 13.75 | |
| 0.0154 | 13.30 | |
| 0.9626 | 777.58 | |
| 0.0271 | 9.81 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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