Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.17%
decreased by 0.09%
1 Week
5.19%
decreased by 0.07%
1 Month
5.27%
increased by 0.01%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4255 | 8.51 | |
| 0.0216 | 78.11 | |
| 0.9987 | 7,623.69 | |
| 3.2019 | 102.58 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other Euro Analyses
Other GAS-GARCH Student T Analyses on Currencies