Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:5.87% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1571 | 9.26 | |
| 0.0263 | 8.40 | |
| 0.9691 | 257.05 | |
| 0.0002 | 1.82 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other Euro Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies