Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 20th, 2026:5.96% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1838 | 9.57 | |
| 0.0268 | 8.52 | |
| 0.9684 | 253.90 | |
| 0.0002 | 2.12 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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