Australian Dollar GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
7.51%
decreased by 0.10%
1 Week
7.53%
decreased by 0.08%
1 Month
7.60%
decreased by 0.01%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 14.57 | |
| 0.0169 | 14.35 | |
| 0.9615 | 766.71 | |
| 0.0258 | 9.23 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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