Euro AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.13%
decreased by 0.04%
1 Week
5.16%
decreased by 0.01%
1 Month
5.25%
increased by 0.08%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 13.07 | |
| 0.0296 | 42.98 | |
| 0.9673 | 1,366.25 | |
| 0.0509 | 4.98 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other AGARCH Analyses on Currencies