Australian Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
6.93%
decreased by 0.07%
1 Week
6.96%
decreased by 0.04%
1 Month
7.08%
increased by 0.08%
Analysis last updated: Monday, July 6, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0025 | 14.63 | |
| 0.0171 | 14.40 | |
| 0.9614 | 766.07 | |
| 0.0257 | 9.18 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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