Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:5.53% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 13.90 | |
| 0.0227 | 15.80 | |
| 0.9716 | 1,225.20 | |
| 0.0063 | 2.51 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
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