US Dollar to Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:4.98% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.83 | |
| 0.0266 | 16.42 | |
| 0.9750 | 1,082.12 | |
| -0.0082 | -3.08 |
Estimation Period:
Jan 4, 1999 to Feb 20, 2026
Jan 4, 1999 to Feb 20, 2026
News Impact Curve
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