Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.53%
decreased by 0.10%
1 Week
5.55%
decreased by 0.08%
1 Month
5.62%
decreased by 0.01%
Analysis last updated: Monday, July 6, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4237 | 8.44 | |
| 0.0215 | 78.04 | |
| 0.9987 | 7,508.93 | |
| 3.2017 | 100.93 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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