US Dollar to Australian Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.81% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4294 | 3.65 | |
| 0.0256 | 50.54 | |
| 0.9954 | 745.62 | |
| 3.1101 | 23.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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