Euro GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:5.64% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 12.95 | |
| 0.0270 | 36.14 | |
| 0.9703 | 1,205.37 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Currencies