Euro EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.21%
decreased by 0.08%
1 Week
5.27%
decreased by 0.02%
1 Month
5.48%
increased by 0.19%
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 | |
|---|---|---|
| -0.0012 | -2.87 | |
| 0.0665 | 35.11 | |
| 0.9949 | 3,644.42 | |
| -0.0062 | -3.63 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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