Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:8.20% (-0.07%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0025 | 13.83 | |
0.0154 | 13.30 | |
0.9625 | 775.58 | |
0.0272 | 9.83 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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