US Dollar to Euro MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
4.97%
increased by 0.01%
1 Week
5.11%
increased by 0.15%
1 Month
5.25%
increased by 0.29%
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 | |
|---|---|---|
| 41 | ||
| 0.0664 | 1.09 | |
| 0.0000 | 0.00 | |
| 0.0007 | 0.10 | |
| 0.0045 | 0.14 | |
| 0.1411 | 0.21 | |
| 0.8399 | 1.11 |
Estimation Period:
Jan 4, 1999 to Jul 3, 2026
Jan 4, 1999 to Jul 3, 2026
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