Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
6.32%
decreased by 0.05%
1 Week
6.32%
decreased by 0.05%
1 Month
6.34%
decreased by 0.03%
Analysis last updated: Friday, April 10, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1815 | 9.55 | |
| 0.0269 | 8.55 | |
| 0.9683 | 254.43 | |
| 0.0002 | 2.08 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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