Euro GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
4.90%
unchanged at 0.00%
1 Week
4.92%
increased by 0.02%
1 Month
5.01%
increased by 0.11%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 13.92 | |
| 0.0230 | 16.22 | |
| 0.9712 | 1,232.49 | |
| 0.0065 | 2.59 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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