US Dollar to Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
6.05%
increased by 0.10%
1 Week
6.07%
increased by 0.12%
1 Month
6.14%
increased by 0.19%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5721 | 8.80 | |
| 0.0198 | 71.78 | |
| 0.9990 | 12,487.50 | |
| 2.7748 | 154.31 |
Estimation Period:
Jan 4, 1999 to Jun 12, 2026
Jan 4, 1999 to Jun 12, 2026
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