Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.04% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4292 | 8.51 | |
| 0.0215 | 77.70 | |
| 0.9987 | 7,565.87 | |
| 3.1969 | 102.59 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
Other Euro Analyses
Other GAS-GARCH Student T Analyses on Currencies