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{name} Model Equation

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Spline Coefficients

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Param	Value	t-stat
ωconst	1.2024	9.76***
αARCH	0.0269	8.59***
βGARCH	0.9683	254.69***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2024	9.76***
α ARCH Response to squared shocks	0.0269	8.59***
β GARCH Volatility persistence	0.9683	254.69***

V-Lab

Euro Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Euro Analyses