Euro AGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.55%
increased by 0.16%
1 Week
5.57%
increased by 0.18%
1 Month
5.65%
increased by 0.26%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 12.97 | |
| 0.0295 | 42.87 | |
| 0.9674 | 1,368.30 | |
| 0.0523 | 5.10 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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