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V-Lab

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

Date Range:

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6M ·

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graph of Australian Dollar MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time