Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.20% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1844 | 9.57 | |
| 0.0269 | 8.51 | |
| 0.9684 | 253.16 | |
| 0.0002 | 2.15 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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