Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.22%
decreased by 0.04%
1 Week
5.24%
decreased by 0.02%
1 Month
5.30%
increased by 0.04%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1861 | 9.62 | |
| 0.0268 | 8.55 | |
| 0.9684 | 254.64 | |
| 0.0002 | 2.17 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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