Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.87%
decreased by 0.11%
1 Week
5.88%
decreased by 0.10%
1 Month
5.95%
decreased by 0.03%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4240 | 8.41 | |
| 0.0215 | 77.83 | |
| 0.9987 | 7,397.63 | |
| 3.2068 | 99.70 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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