Australian Dollar APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:7.19% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 15.63 | |
| 0.0330 | 21.00 | |
| 0.9614 | 714.81 | |
| 0.2511 | 14.60 | |
| 1.7015 | 30.62 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Australian Dollar Analyses
Other APARCH Analyses on Currencies