Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.56%
decreased by 0.09%
1 Week
5.58%
decreased by 0.07%
1 Month
5.65%
increased by 0.00%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4244 | 8.47 | |
| 0.0215 | 78.04 | |
| 0.9987 | 7,565.87 | |
| 3.2069 | 101.16 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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