US Dollar to Australian Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.65% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.9751 | 9,750,660.00 | |
| 0.0187 | 187,030.00 | |
| 0.0125 | 124,630.00 | |
| 0.0311 | 0.48 | |
| 0.8574 | 6.03 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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