Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:5.77% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 13.79 | |
| 0.0156 | 13.45 | |
| 0.9626 | 779.44 | |
| 0.0268 | 9.71 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Australian Dollar Analyses
Other GJR-GARCH Analyses on Currencies