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

V-Lab

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V-Lab

Euro Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:5.57% (+0.02%)

Analysis last updated: Friday, April 19, 2024 at 07:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1428	8.97
$α$	0.0263	8.46
$β$	0.9694	256.58
$γ_{1}$	0.0002	1.67

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts