V-Lab
Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:6.48% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1726 | 9.40 | |
| 0.0268 | 8.49 | |
| 0.9684 | 254.11 | |
| 0.0002 | 1.99 |
Estimation Period:
Jan 2, 1990 to Jul 25, 2025
Jan 2, 1990 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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