Australian Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:8.03% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0452 | 5.98 | |
| 0.0350 | 6.14 | |
| 0.9580 | 156.89 | |
| 0.0001 | 0.21 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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