Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:7.46% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4280 | 8.31 | |
| 0.0217 | 77.63 | |
| 0.9987 | 7,133.21 | |
| 3.2072 | 97.49 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
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