Goldman Sachs

Median absolute error in basis points across G10 · updated nightly

EUR/USD

Horizon	Window	Median err (bps)	n
12M	90d	870	8
12M	180d	870	8
12M	365d	870	8
3M	90d	261	8
3M	180d	261	8
3M	365d	261	8
6M	90d	522	8
6M	180d	522	8
6M	365d	522	8

Horizon	Window	Median err (bps)	n
12M	90d	77	8
12M	180d	77	8
12M	365d	77	8
3M	90d	387	8
3M	180d	387	8
3M	365d	387	8
6M	90d	573	8
6M	180d	573	8
6M	365d	573	8

Horizon	Window	Median err (bps)	n
12M	90d	74	8
12M	180d	74	8
12M	365d	74	8
3M	90d	148	8
3M	180d	148	8
3M	365d	148	8
6M	90d	0	8
6M	180d	0	8
6M	365d	0	8

Horizon	Window	Median err (bps)	n
12M	90d	500	8
12M	180d	500	8
12M	365d	500	8
3M	90d	0	8
3M	180d	0	8
3M	365d	0	8
6M	90d	250	8
6M	180d	250	8
6M	365d	250	8

Horizon	Window	Median err (bps)	n
12M	90d	278	8
12M	180d	278	8
12M	365d	278	8
3M	90d	833	8
3M	180d	833	8
3M	365d	833	8
6M	90d	556	8
6M	180d	556	8
6M	365d	556	8

Horizon	Window	Median err (bps)	n
12M	90d	146	8
12M	180d	146	8
12M	365d	146	8
3M	90d	146	8
3M	180d	146	8
3M	365d	146	8
6M	90d	0	8
6M	180d	0	8
6M	365d	0	8

Horizon	Window	Median err (bps)	n
12M	90d	169	8
12M	180d	169	8
12M	365d	169	8
3M	90d	339	8
3M	180d	339	8
3M	365d	339	8
6M	90d	169	8
6M	180d	169	8
6M	365d	169	8

Horizon	Window	Median err (bps)	n
12M	90d	995	8
12M	180d	995	8
12M	365d	995	8
3M	90d	521	8
3M	180d	521	8
3M	365d	521	8
6M	90d	758	8
6M	180d	758	8
6M	365d	758	8

Horizon	Window	Median err (bps)	n
12M	90d	964	8
12M	180d	964	8
12M	365d	964	8
3M	90d	558	8
3M	180d	558	8
3M	365d	558	8
6M	90d	761	8
6M	180d	761	8
6M	365d	761	8

FX BANK FORECAST · COVERAGE

Aggregated year-end forecasts, scenario shifts, and curated analyst notes from eight institutional desks. No promotion.