Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:5.89% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1553 | 9.23 | |
| 0.0263 | 8.40 | |
| 0.9691 | 257.33 | |
| 0.0002 | 1.81 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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