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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0005	10.67***
α ARCH Response to squared shocks	0.0268	16.70***
β GARCH Volatility persistence	0.9750	1,097.92***
γ leverage Additional response to negative shocks	-0.0084	-3.21***

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US Dollar to Euro GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Euro Analyses