Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
5.69%
increased by 0.12%
1 Week
5.70%
increased by 0.13%
1 Month
5.75%
increased by 0.18%
Analysis last updated: Friday, May 1, 2026 at 07:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1841 | 9.60 | |
| 0.0268 | 8.55 | |
| 0.9684 | 254.77 | |
| 0.0002 | 2.13 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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