Euro AGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:4.24% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 12.71 | |
| 0.0296 | 42.83 | |
| 0.9674 | 1,364.50 | |
| 0.0516 | 5.03 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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