Euro GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
5.84%
decreased by 0.05%
1 Week
5.85%
decreased by 0.04%
1 Month
5.91%
increased by 0.02%
Analysis last updated: Friday, April 24, 2026 at 07:01 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
Other GJR-GARCH Analyses on Currencies