US Dollar to Euro AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.16%
increased by 0.23%
1 Week
5.18%
increased by 0.25%
1 Month
5.24%
increased by 0.31%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.02 | |
| 0.0237 | 29.78 | |
| 0.9737 | 1,064.11 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 1999 to Jun 12, 2026
Jan 4, 1999 to Jun 12, 2026
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