Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.98% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 13.72 | |
| 0.0233 | 16.05 | |
| 0.9712 | 1,220.05 | |
| 0.0060 | 2.38 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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