Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:6.10% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4282 | 8.52 | |
| 0.0215 | 77.79 | |
| 0.9987 | 7,623.65 | |
| 3.1990 | 102.34 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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