Australian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
9.85%
increased by 0.09%
1 Week
9.83%
increased by 0.07%
1 Month
9.79%
increased by 0.03%
Analysis last updated: Friday, March 27, 2026 at 07:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0462 | 7.17 | |
| 0.0354 | 6.31 | |
| 0.9575 | 158.05 | |
| 0.0001 | 0.58 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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