US Dollar to Euro MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.62%
decreased by 0.01%
1 Week
4.70%
increased by 0.07%
1 Month
4.68%
increased by 0.05%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0636 | 1.03 | |
| 0.0000 | 0.00 | |
| 0.0028 | 0.38 | |
| 0.0045 | 0.14 | |
| 0.1431 | 0.20 | |
| 0.8377 | 1.05 |
Estimation Period:
Jan 4, 1999 to Jun 12, 2026
Jan 4, 1999 to Jun 12, 2026
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