Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
4.91%
decreased by 0.06%
1 Week
4.93%
decreased by 0.04%
1 Month
5.01%
increased by 0.04%
Analysis last updated: Wednesday, June 10, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1950 | 9.71 | |
| 0.0269 | 8.56 | |
| 0.9682 | 253.39 | |
| 0.0002 | 2.29 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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