Euro Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.73%
decreased by 0.05%
1 Week
4.75%
decreased by 0.03%
1 Month
4.84%
increased by 0.06%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1932 | 9.70 | |
| 0.0269 | 8.55 | |
| 0.9683 | 253.95 | |
| 0.0002 | 2.28 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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