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

V-Lab

Euro Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:8.33% (+0.19%)

Analysis last updated: Friday, May 30, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1358	8.87
$α$	0.0263	8.42
$β$	0.9695	259.78
$γ_{1}$	0.0002	1.51

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts