US Dollar to Euro MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 25th, 2026
1 Day
-0.00%
decreased by 3.32%
1 Week
3.47%
increased by 0.15%
1 Month
7.73%
increased by 4.41%
Analysis last updated: Sunday, May 24, 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 | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0211 | 2.16 | |
| 0.9614 | 19.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 1999 to May 22, 2026
Jan 4, 1999 to May 22, 2026
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