US Dollar to Euro GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.56%
decreased by 0.13%
1 Week
6.58%
decreased by 0.11%
1 Month
6.64%
decreased by 0.05%
Analysis last updated: Sunday, May 24, 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 | |
|---|---|---|
| 0.5748 | 8.80 | |
| 0.0197 | 71.69 | |
| 0.9990 | 12,487.48 | |
| 2.7783 | 151.99 |
Estimation Period:
Jan 4, 1999 to May 22, 2026
Jan 4, 1999 to May 22, 2026
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