US Dollar to Euro GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.19%
decreased by 0.05%
1 Week
5.21%
decreased by 0.03%
1 Month
5.26%
increased by 0.02%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.87 | |
| 0.0267 | 16.69 | |
| 0.9751 | 1,098.06 | |
| -0.0087 | -3.32 |
Estimation Period:
Jan 4, 1999 to Jul 3, 2026
Jan 4, 1999 to Jul 3, 2026
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