Euro GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
6.09%
decreased by 0.07%
1 Week
6.10%
decreased by 0.06%
1 Month
6.15%
decreased by 0.01%
Analysis last updated: Friday, April 3, 2026 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 13.98 | |
| 0.0232 | 16.12 | |
| 0.9711 | 1,221.46 | |
| 0.0062 | 2.46 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
Other GJR-GARCH Analyses on Currencies