Australian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 29th, 2025:7.00% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0404 | 7.09 | |
| 0.0349 | 6.14 | |
| 0.9581 | 156.91 | |
| 0.0001 | 0.56 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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