US Dollar to Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.78%
decreased by 0.11%
1 Week
5.80%
decreased by 0.09%
1 Month
5.88%
decreased by 0.01%
Analysis last updated: Sunday, June 14, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5721 | 8.80 | |
| 0.0198 | 71.78 | |
| 0.9990 | 12,487.50 | |
| 2.7748 | 154.31 |
Estimation Period:
Jan 4, 1999 to Jun 12, 2026
Jan 4, 1999 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on Currencies