V-Lab: Euro Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Euro Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:8.22% (-0.12%)

Analysis last updated: Friday, March 7, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1369	8.91
$α$	0.0260	8.50
$β$	0.9697	262.45
$γ_{1}$	0.0002	1.58

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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Volatility Forecasts

Volatility Forecasts