Euro GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
5.70%
decreased by 0.07%
1 Week
5.72%
decreased by 0.05%
1 Month
5.78%
increased by 0.01%
Analysis last updated: Monday, April 27, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 13.94 | |
| 0.0231 | 16.14 | |
| 0.9712 | 1,227.75 | |
| 0.0064 | 2.53 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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