Australian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:0.00% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0833 | 18.43 | |
| 1.0000 | 24.24 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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