Australian Dollar MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 27th, 2026
1 Day
-0.00%
decreased by 8.83%
1 Week
3.98%
decreased by 4.85%
1 Month
10.36%
increased by 1.53%
Analysis last updated: Sunday, April 26, 2026 at 01:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0312 | 5.96 | |
| 1.0000 | 38.53 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
Other Australian Dollar Analyses
Other MF2-GARCH Analyses on Currencies