Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:5.44% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 13.80 | |
| 0.0233 | 16.06 | |
| 0.9711 | 1,220.03 | |
| 0.0061 | 2.39 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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