V-Lab
V-Lab
US Dollar to Euro MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:15.42% (+8.16%)

Analysis last updated: Sunday, May 5, 2024 at 02:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Euro MF2-GARCH
paramt-stat
m26
α0.80698068980.00
β0.0000100.00
γ0.38623861850.00
λ10.01984.44
λ20.972341.46
λ30.00000.00
Estimation Period:
Jan 4, 1999 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts