Euro GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:5.37% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 12.95 | |
| 0.0271 | 36.05 | |
| 0.9703 | 1,199.36 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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