Euro EGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
6.43%
decreased by 0.01%
1 Week
6.48%
increased by 0.04%
1 Month
6.69%
increased by 0.25%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0013 | -3.05 | |
| 0.0664 | 35.02 | |
| 0.9948 | 3,630.80 | |
| -0.0062 | -3.62 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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