Euro GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:4.65% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 12.85 | |
| 0.0268 | 35.79 | |
| 0.9705 | 1,205.63 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Currencies