Australian Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
7.58%
decreased by 0.11%
1 Week
7.60%
decreased by 0.09%
1 Month
7.67%
decreased by 0.02%
Analysis last updated: Sunday, May 24, 2026 at 01:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 14.58 | |
| 0.0170 | 14.35 | |
| 0.9614 | 766.07 | |
| 0.0258 | 9.22 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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