US Dollar to Australian Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.33% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 12.51 | |
| 0.0409 | 16.29 | |
| 0.9633 | 751.99 | |
| -0.0240 | -8.08 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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