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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, 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

Date Range:

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to

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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