Australian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:2.09% (-5.87%)
Parameter Estimates
param | t-stat | |
---|---|---|
51 | ||
0.7500 | 7,499,900.00 | |
0.0000 | 100.00 | |
0.5000 | 5,000,000.00 | |
0.0519 | 1.67 | |
1.0000 | 12.33 | |
0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Australian Dollar Analyses
Other MF2-GARCH Analyses on Currencies