Euro AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.14% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 13.43 | |
| 0.0296 | 42.84 | |
| 0.9672 | 1,358.49 | |
| 0.0484 | 4.72 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Currencies