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, May 18th, 2026
1 Day
4.94%
decreased by 1.49%
1 Week
6.79%
increased by 0.36%
1 Month
14.38%
increased by 7.95%
Analysis last updated: Friday, May 15, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0287 | 5.16 | |
| 1.0000 | 42.43 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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