Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:4.77% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1716 | 9.43 | |
| 0.0266 | 8.43 | |
| 0.9688 | 255.14 | |
| 0.0002 | 2.02 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Euro Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies