Australian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:7.38% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7068 | 7,067,550.00 | |
| 0.0432 | 432,450.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0332 | 11.99 | |
| 0.9423 | 35.49 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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