Euro APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.10%
decreased by 0.05%
1 Week
5.12%
decreased by 0.03%
1 Month
5.23%
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 | |
|---|---|---|
| 0.0010 | 11.22 | |
| 0.0288 | 28.08 | |
| 0.9712 | 1,177.27 | |
| 0.0657 | 4.84 | |
| 1.7453 | 34.50 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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