V-Lab: Euro Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Euro Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:10.57% (-0.09%)

Analysis last updated: Thursday, April 24, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1279	8.70
$α$	0.0264	8.42
$β$	0.9695	260.70
$γ_{1}$	0.0002	1.37

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts