Euro GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:5.35% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 12.98 | |
| 0.0267 | 35.62 | |
| 0.9707 | 1,207.30 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Currencies