Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:5.02% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1661 | 9.36 | |
| 0.0265 | 8.41 | |
| 0.9689 | 255.57 | |
| 0.0002 | 1.94 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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