Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
6.49%
increased by 0.23%
1 Week
6.50%
increased by 0.24%
1 Month
6.55%
increased by 0.29%
Analysis last updated: Friday, May 15, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4243 | 8.38 | |
| 0.0215 | 77.80 | |
| 0.9987 | 7,343.18 | |
| 3.2072 | 98.88 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other Euro Analyses
Other GAS-GARCH Student T Analyses on Currencies