Euro AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.37% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 13.50 | |
| 0.0297 | 42.83 | |
| 0.9672 | 1,354.63 | |
| 0.0483 | 4.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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