Australian Dollar AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:7.67% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0023 | 12.62 | |
| 0.0356 | 29.56 | |
| 0.9549 | 720.13 | |
| 0.1450 | 12.35 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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