US Dollar to Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.70% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5824 | 8.86 | |
| 0.0198 | 71.35 | |
| 0.9990 | 12,487.50 | |
| 2.7644 | 157.15 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
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