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 Tuesday, April 7th, 2026
1 Day
-0.00%
decreased by 2.58%
1 Week
0.72%
decreased by 1.86%
1 Month
0.96%
decreased by 1.62%
Analysis last updated: Monday, April 6, 2026 at 07:02 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 | |
| 0.2095 | 25.84 | |
| 0.2753 | 29.99 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
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