V-Lab: Euro Spline-GARCH Volatility Analysis

V-Lab

Euro Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.79% (-0.09%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0347	7.24
$α$	0.0262	8.38
$β$	0.9698	264.03
$γ_{1}$	-0.0003	-0.66

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts