US Dollar to Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
6.14%
decreased by 0.11%
1 Week
6.16%
decreased by 0.09%
1 Month
6.22%
decreased by 0.03%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5727 | 8.80 | |
| 0.0197 | 71.95 | |
| 0.9990 | 12,487.50 | |
| 2.7751 | 153.35 |
Estimation Period:
Jan 4, 1999 to Jul 3, 2026
Jan 4, 1999 to Jul 3, 2026
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