Goldman Sachs

Median absolute error in basis points across G10 · updated nightly

EUR/USD

Horizon	Window	Median err (bps)	n
12M	90d	425	15
12M	180d	642	16
12M	365d	642	16
3M	90d	251	15
3M	180d	251	16
3M	365d	251	16
6M	90d	512	15
6M	180d	512	16
6M	365d	512	16

Horizon	Window	Median err (bps)	n
12M	90d	231	15
12M	180d	231	16
12M	365d	231	16
3M	90d	537	15
3M	180d	537	16
3M	365d	537	16
6M	90d	720	15
6M	180d	720	16
6M	365d	720	16

Horizon	Window	Median err (bps)	n
12M	90d	157	15
12M	180d	157	16
12M	365d	157	16
3M	90d	67	15
3M	180d	67	16
3M	365d	67	16
6M	90d	82	15
6M	180d	82	16
6M	365d	82	16

Horizon	Window	Median err (bps)	n
12M	90d	617	15
12M	180d	617	16
12M	365d	617	16
3M	90d	123	15
3M	180d	123	16
3M	365d	123	16
6M	90d	370	15
6M	180d	370	16
6M	365d	370	16

Horizon	Window	Median err (bps)	n
12M	90d	65	15
12M	180d	65	16
12M	365d	65	16
3M	90d	633	15
3M	180d	633	16
3M	365d	633	16
6M	90d	349	15
6M	180d	349	16
6M	365d	349	16

Horizon	Window	Median err (bps)	n
12M	90d	426	15
12M	180d	426	16
12M	365d	426	16
3M	90d	142	15
3M	180d	142	16
3M	365d	142	16
6M	90d	284	15
6M	180d	284	16
6M	365d	284	16

Horizon	Window	Median err (bps)	n
12M	90d	714	15
12M	180d	714	16
12M	365d	714	16
3M	90d	179	15
3M	180d	179	16
3M	365d	179	16
6M	90d	357	15
6M	180d	357	16
6M	365d	357	16

Horizon	Window	Median err (bps)	n
12M	90d	732	15
12M	180d	732	16
12M	365d	732	16
3M	90d	244	15
3M	180d	244	16
3M	365d	244	16
6M	90d	488	15
6M	180d	488	16
6M	365d	488	16

Horizon	Window	Median err (bps)	n
12M	90d	671	15
12M	180d	671	16
12M	365d	671	16
3M	90d	252	15
3M	180d	252	16
3M	365d	252	16
6M	90d	461	15
6M	180d	461	16
6M	365d	461	16

FX BANK FORECAST · COVERAGE

Aggregated year-end forecasts, scenario shifts, and curated analyst notes from 35 institutional desks. No promotion.