Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.05% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1850 | 9.57 | |
| 0.0268 | 8.52 | |
| 0.9684 | 254.05 | |
| 0.0002 | 2.16 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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