Australian Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:7.11% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0423 | 5.96 | |
| 0.0348 | 6.14 | |
| 0.9581 | 157.40 | |
| 0.0001 | 0.16 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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