Australian Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:6.65% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0428 | 7.10 | |
| 0.0348 | 6.14 | |
| 0.9582 | 157.20 | |
| 0.0001 | 0.60 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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