Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:4.46% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 13.44 | |
| 0.0232 | 15.99 | |
| 0.9712 | 1,220.09 | |
| 0.0062 | 2.46 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
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