US Dollar to Euro GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.12%
decreased by 0.05%
1 Week
5.14%
decreased by 0.03%
1 Month
5.19%
increased by 0.02%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.92 | |
| 0.0268 | 16.62 | |
| 0.9750 | 1,095.53 | |
| -0.0087 | -3.33 |
Estimation Period:
Jan 4, 1999 to May 22, 2026
Jan 4, 1999 to May 22, 2026
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