Australian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:7.99% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0424 | 7.06 | |
| 0.0349 | 6.13 | |
| 0.9581 | 156.81 | |
| 0.0001 | 0.58 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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