Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:4.40% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1853 | 9.52 | |
| 0.0268 | 8.50 | |
| 0.9685 | 253.99 | |
| 0.0002 | 2.15 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other Euro Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies