Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:4.48% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1808 | 9.50 | |
| 0.0267 | 8.47 | |
| 0.9686 | 254.15 | |
| 0.0002 | 2.12 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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