Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.90% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4289 | 8.55 | |
| 0.0215 | 77.86 | |
| 0.9987 | 7,682.35 | |
| 3.1994 | 103.00 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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