Euro AGARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:6.32% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 13.41 | |
| 0.0296 | 42.87 | |
| 0.9673 | 1,360.43 | |
| 0.0495 | 4.83 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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