Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.05%
decreased by 0.05%
1 Week
5.06%
decreased by 0.04%
1 Month
5.14%
increased by 0.04%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1891 | 9.65 | |
| 0.0268 | 8.55 | |
| 0.9683 | 254.22 | |
| 0.0002 | 2.22 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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