Australian Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
10.02%
increased by 0.08%
1 Week
10.01%
increased by 0.07%
1 Month
9.96%
increased by 0.02%
Analysis last updated: Thursday, April 16, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0492 | 6.00 | |
| 0.0353 | 6.31 | |
| 0.9577 | 159.03 | |
| 0.0001 | 0.19 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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