Euro GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.12%
decreased by 0.06%
1 Week
5.14%
decreased by 0.04%
1 Month
5.22%
increased by 0.04%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 14.04 | |
| 0.0230 | 16.18 | |
| 0.9712 | 1,230.92 | |
| 0.0065 | 2.60 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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