Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:5.45% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4311 | 8.61 | |
| 0.0213 | 77.25 | |
| 0.9987 | 7,741.94 | |
| 3.1892 | 104.68 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
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