US Dollar to Euro GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.11% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.75 | |
| 0.0267 | 16.43 | |
| 0.9749 | 1,074.87 | |
| -0.0082 | -3.05 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
News Impact Curve
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