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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, June 15th, 2026

1 Day

-0.00%

decreased by 5.80%

1 Week

2.08%

decreased by 3.72%

1 Month

5.13%

decreased by 0.67%

Analysis last updated: Sunday, June 14, 2026 at 02:04 PM UTC

Date Range:

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to

6M ·

1Y ·

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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