Euro APARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
4.93%
increased by 0.01%
1 Week
4.95%
increased by 0.03%
1 Month
5.07%
increased by 0.15%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 11.24 | |
| 0.0287 | 28.10 | |
| 0.9713 | 1,177.32 | |
| 0.0653 | 4.81 | |
| 1.7444 | 34.48 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other APARCH Analyses on Currencies