V-Lab
Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:7.01% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1455 | 9.08 | |
| 0.0263 | 8.41 | |
| 0.9693 | 258.82 | |
| 0.0002 | 1.66 |
Estimation Period:
Jan 2, 1990 to Aug 29, 2025
Jan 2, 1990 to Aug 29, 2025
News Impact Curve
Volatility Forecasts
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