Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:5.94% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4298 | 8.53 | |
| 0.0215 | 77.70 | |
| 0.9987 | 7,623.66 | |
| 3.1954 | 103.19 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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