Euro GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
5.69%
increased by 0.07%
1 Week
5.71%
increased by 0.09%
1 Month
5.77%
increased by 0.15%
Analysis last updated: Wednesday, May 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 12.96 | |
| 0.0270 | 36.26 | |
| 0.9704 | 1,211.44 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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