Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:6.62% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4275 | 8.42 | |
| 0.0215 | 77.66 | |
| 0.9987 | 7,397.61 | |
| 3.2020 | 100.14 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
Other Euro Analyses
Other GAS-GARCH Student T Analyses on Currencies