Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:6.04% (-0.07%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0007 | 13.92 | |
0.0226 | 15.79 | |
0.9716 | 1,226.81 | |
0.0063 | 2.53 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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