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

V-Lab

Euro Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.88% (-0.08%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1483	9.07
$α$	0.0264	8.42
$β$	0.9692	257.76
$γ_{1}$	0.0002	1.69

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts